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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.54% | 1.34 CHF | 1.36 CHF | 127'000 | 127'000 | 126'674 | 126'664 | 165'466 CHF | 167'992 CHF | 100.00% | 100.00% |
14.05.2024 | 1.33% | 1.33 CHF | 1.35 CHF | 109'900 | 109'900 | 109'886 | 109'886 | 164'270 CHF | 166'468 CHF | 99.99% | 99.99% |
13.05.2024 | 1.34% | 1.53 CHF | 1.55 CHF | 123'900 | 123'900 | 123'900 | 123'898 | 183'438 CHF | 185'913 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 1.59 CHF | 1.61 CHF | 106'500 | 106'500 | 106'500 | 106'500 | 184'716 CHF | 186'846 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 1.47 CHF | 1.49 CHF | 119'800 | 119'800 | 119'789 | 119'789 | 150'020 CHF | 152'416 CHF | 99.29% | 99.29% |
07.05.2024 | 1.42% | 1.38 CHF | 1.40 CHF | 118'200 | 118'200 | 118'134 | 118'134 | 165'769 CHF | 168'133 CHF | 100.00% | 100.00% |
06.05.2024 | 1.31% | 1.47 CHF | 1.49 CHF | 124'300 | 124'300 | 124'300 | 124'300 | 189'091 CHF | 191'577 CHF | 100.00% | 100.00% |
03.05.2024 | 1.25% | 1.47 CHF | 1.49 CHF | 109'600 | 109'600 | 109'600 | 109'600 | 174'287 CHF | 176'479 CHF | 99.92% | 99.92% |
02.05.2024 | 1.17% | 1.48 CHF | 1.50 CHF | 108'800 | 108'800 | 108'800 | 108'800 | 184'633 CHF | 186'809 CHF | 99.99% | 99.99% |
30.04.2024 | 0.97% | 2.78 CHF | 2.81 CHF | 58'400 | 58'400 | 58'375 | 58'375 | 180'753 CHF | 182'505 CHF | 100.00% | 100.00% |