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 | 3.13% | 0.75 CHF | 0.77 CHF | 63'000 | 63'000 | 64'022 | 64'022 | 40'565 CHF | 41'849 CHF | 100.00% | 100.00% |
14.05.2024 | 3.55% | 0.52 CHF | 0.54 CHF | 66'000 | 66'000 | 65'044 | 65'044 | 36'009 CHF | 37'311 CHF | 99.97% | 99.97% |
13.05.2024 | 3.49% | 0.57 CHF | 0.59 CHF | 65'000 | 65'000 | 64'952 | 64'952 | 36'592 CHF | 37'891 CHF | 99.84% | 99.84% |
10.05.2024 | 3.25% | 0.64 CHF | 0.66 CHF | 64'000 | 64'000 | 64'458 | 64'458 | 39'096 CHF | 40'386 CHF | 100.00% | 100.00% |
08.05.2024 | 3.53% | 0.55 CHF | 0.57 CHF | 65'000 | 65'000 | 65'039 | 65'039 | 36'195 CHF | 37'496 CHF | 98.93% | 98.93% |
07.05.2024 | 3.79% | 0.52 CHF | 0.54 CHF | 66'000 | 66'000 | 65'856 | 65'856 | 34'117 CHF | 35'435 CHF | 99.88% | 99.88% |
06.05.2024 | 4.03% | 0.49 CHF | 0.51 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 32'114 CHF | 33'434 CHF | 100.00% | 100.00% |
03.05.2024 | 4.56% | 0.49 CHF | 0.51 CHF | 66'000 | 66'000 | 66'793 | 66'793 | 28'802 CHF | 30'138 CHF | 99.97% | 99.97% |
02.05.2024 | 4.48% | 0.35 CHF | 0.37 CHF | 68'000 | 68'000 | 66'934 | 66'934 | 29'455 CHF | 30'793 CHF | 98.54% | 98.54% |
30.04.2024 | 3.34% | 0.59 CHF | 0.61 CHF | 65'000 | 65'000 | 64'802 | 64'802 | 38'227 CHF | 39'524 CHF | 99.99% | 99.99% |