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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 131'749 CHF | 132'509 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 76'000 | 76'000 | 76'829 | 76'829 | 131'208 CHF | 131'977 CHF | 99.14% | 99.14% |
07.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 80'000 | 80'000 | 79'827 | 79'827 | 135'237 CHF | 136'035 CHF | 99.85% | 99.85% |
06.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 135'326 CHF | 136'123 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 135'590 CHF | 136'390 CHF | 100.00% | 100.00% |
02.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 134'560 CHF | 135'360 CHF | 100.00% | 100.00% |
30.04.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 79'943 | 79'943 | 134'986 CHF | 135'786 CHF | 100.00% | 100.00% |
29.04.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 76'000 | 76'000 | 78'476 | 78'476 | 133'205 CHF | 133'990 CHF | 100.00% | 100.00% |
26.04.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 79'923 | 79'923 | 135'183 CHF | 135'982 CHF | 99.44% | 99.44% |
25.04.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 80'000 | 80'000 | 76'180 | 76'180 | 131'139 CHF | 131'901 CHF | 100.00% | 100.00% |