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 | 0.88% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 105'951 | 105'951 | 120'432 CHF | 121'493 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 103'000 | 103'000 | 105'420 | 105'420 | 121'402 CHF | 122'456 CHF | 99.99% | 99.99% |
13.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 118'494 CHF | 119'601 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 111'000 | 111'000 | 109'503 | 109'503 | 119'078 CHF | 120'173 CHF | 100.00% | 100.00% |
08.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 111'000 | 111'000 | 110'981 | 110'981 | 119'709 CHF | 120'819 CHF | 99.06% | 99.06% |
07.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 111'000 | 111'000 | 110'996 | 110'996 | 118'735 CHF | 119'846 CHF | 99.66% | 99.66% |
06.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 117'971 CHF | 119'091 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 113'000 | 113'000 | 112'782 | 112'782 | 118'528 CHF | 119'656 CHF | 100.00% | 100.00% |
02.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 113'000 | 113'000 | 111'314 | 111'314 | 118'443 CHF | 119'556 CHF | 100.00% | 100.00% |
30.04.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 113'000 | 113'000 | 112'922 | 112'922 | 117'663 CHF | 118'793 CHF | 100.00% | 100.00% |