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 | 2.13% | 0.90 CHF | 0.92 CHF | 66'000 | 66'000 | 65'045 | 65'045 | 60'457 CHF | 61'759 CHF | 100.00% | 100.00% |
13.05.2024 | 2.11% | 0.95 CHF | 0.97 CHF | 65'000 | 65'000 | 64'952 | 64'952 | 61'052 CHF | 62'351 CHF | 99.85% | 99.85% |
10.05.2024 | 2.02% | 1.02 CHF | 1.04 CHF | 64'000 | 64'000 | 64'458 | 64'458 | 63'352 CHF | 64'641 CHF | 100.00% | 100.00% |
08.05.2024 | 2.12% | 0.92 CHF | 0.94 CHF | 65'000 | 65'000 | 65'039 | 65'039 | 60'675 CHF | 61'976 CHF | 98.93% | 98.93% |
07.05.2024 | 2.21% | 0.90 CHF | 0.92 CHF | 66'000 | 66'000 | 65'856 | 65'856 | 58'899 CHF | 60'217 CHF | 99.88% | 99.88% |
06.05.2024 | 2.29% | 0.87 CHF | 0.89 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 56'948 CHF | 58'268 CHF | 100.00% | 100.00% |
03.05.2024 | 2.45% | 0.86 CHF | 0.88 CHF | 66'000 | 66'000 | 66'792 | 66'792 | 53'897 CHF | 55'232 CHF | 99.98% | 99.98% |
02.05.2024 | 2.43% | 0.73 CHF | 0.75 CHF | 68'000 | 68'000 | 66'934 | 66'934 | 54'598 CHF | 55'937 CHF | 98.55% | 98.55% |
30.04.2024 | 2.05% | 0.97 CHF | 0.99 CHF | 65'000 | 65'000 | 64'805 | 64'805 | 62'600 CHF | 63'897 CHF | 99.99% | 99.99% |
29.04.2024 | 2.00% | 0.95 CHF | 0.97 CHF | 65'000 | 65'000 | 64'307 | 64'307 | 63'698 CHF | 64'984 CHF | 100.00% | 100.00% |