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 | 1.33% | 0.76 CHF | 0.77 CHF | 58'000 | 58'000 | 57'882 | 57'882 | 43'555 CHF | 44'135 CHF | 100.00% | 100.00% |
14.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 58'000 | 58'000 | 57'996 | 57'996 | 42'035 CHF | 42'615 CHF | 99.98% | 99.98% |
13.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 46'973 CHF | 47'544 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 47'247 CHF | 47'811 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 42'578 CHF | 43'158 CHF | 99.09% | 99.09% |
07.05.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 58'000 | 58'000 | 58'699 | 58'699 | 38'811 CHF | 39'399 CHF | 99.94% | 99.94% |
06.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'821 CHF | 37'421 CHF | 100.00% | 100.00% |
03.05.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'232 CHF | 34'832 CHF | 99.97% | 99.97% |
02.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'311 CHF | 33'911 CHF | 99.99% | 99.99% |
30.04.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 59'952 | 59'952 | 34'516 CHF | 35'116 CHF | 100.00% | 100.00% |