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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 111'383 CHF | 113'003 CHF | 99.86% | 99.86% |
10.05.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 105'159 CHF | 106'797 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 96'215 CHF | 97'875 CHF | 98.93% | 98.93% |
07.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 168'000 | 168'000 | 168'190 | 168'190 | 86'459 CHF | 88'142 CHF | 99.89% | 99.89% |
06.05.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 81'148 CHF | 82'846 CHF | 100.00% | 100.00% |
03.05.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 170'000 | 170'000 | 169'926 | 169'925 | 81'626 CHF | 83'325 CHF | 99.98% | 99.98% |
02.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 85'213 CHF | 86'898 CHF | 98.56% | 98.56% |
30.04.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 168'000 | 168'000 | 168'011 | 168'011 | 85'182 CHF | 86'863 CHF | 100.00% | 100.00% |
29.04.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 168'000 | 168'000 | 168'125 | 168'125 | 86'704 CHF | 88'385 CHF | 100.00% | 100.00% |
26.04.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 168'000 | 168'000 | 167'959 | 167'959 | 89'594 CHF | 91'274 CHF | 99.43% | 99.43% |