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 | 2.18% | 0.47 CHF | 0.48 CHF | 78'000 | 78'000 | 77'947 | 77'947 | 35'585 CHF | 36'366 CHF | 100.00% | 100.00% |
14.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 78'000 | 78'000 | 77'485 | 77'485 | 37'703 CHF | 38'478 CHF | 99.97% | 99.97% |
13.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 35'219 CHF | 36'002 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 36'029 CHF | 36'789 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 34'788 CHF | 35'558 CHF | 99.24% | 99.24% |
07.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 77'000 | 77'000 | 76'949 | 76'949 | 33'199 CHF | 33'969 CHF | 97.36% | 97.36% |
06.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 77'000 | 77'000 | 76'750 | 76'750 | 34'456 CHF | 35'223 CHF | 98.42% | 98.42% |
03.05.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 77'000 | 77'000 | 75'843 | 75'843 | 37'813 CHF | 38'572 CHF | 99.98% | 99.98% |
02.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 78'000 | 78'000 | 77'808 | 77'808 | 31'288 CHF | 32'066 CHF | 100.00% | 100.00% |
30.04.2024 | 2.23% | 0.40 CHF | 0.41 CHF | 78'000 | 78'000 | 76'741 | 76'741 | 34'169 CHF | 34'937 CHF | 99.99% | 99.99% |