Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.83% | 2.79 CHF | 2.80 CHF | 44'000 | 44'000 | 19'766 | 19'766 | 55'347 CHF | 55'705 CHF | 99.99% | 99.99% |
13.05.2024 | 0.80% | 2.77 CHF | 2.78 CHF | 44'000 | 44'000 | 19'981 | 19'981 | 56'490 CHF | 56'847 CHF | 98.03% | 98.03% |
10.05.2024 | 0.52% | 2.93 CHF | 2.94 CHF | 43'000 | 43'000 | 19'637 | 19'637 | 58'070 CHF | 58'325 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 2.99 CHF | 3.00 CHF | 43'000 | 43'000 | 19'194 | 19'194 | 57'795 CHF | 58'047 CHF | 98.19% | 98.19% |
07.05.2024 | 0.53% | 2.97 CHF | 2.98 CHF | 43'000 | 43'000 | 19'600 | 19'600 | 57'209 CHF | 57'464 CHF | 99.78% | 99.78% |
06.05.2024 | 0.56% | 2.79 CHF | 2.80 CHF | 44'000 | 44'000 | 20'528 | 20'528 | 55'349 CHF | 55'612 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 2.59 CHF | 2.60 CHF | 46'000 | 46'000 | 20'704 | 20'704 | 55'188 CHF | 55'459 CHF | 99.35% | 99.35% |
02.05.2024 | 0.52% | 2.94 CHF | 2.95 CHF | 43'000 | 43'000 | 19'203 | 19'203 | 57'434 CHF | 57'685 CHF | 98.56% | 98.56% |
30.04.2024 | 0.60% | 3.02 CHF | 3.03 CHF | 43'000 | 43'000 | 17'268 | 17'268 | 51'231 CHF | 51'469 CHF | 97.70% | 97.70% |
29.04.2024 | 0.58% | 2.63 CHF | 2.64 CHF | 45'000 | 45'000 | 20'526 | 20'526 | 54'644 CHF | 54'913 CHF | 99.98% | 99.98% |