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 | 0.54% | 1.92 CHF | 1.93 CHF | 70'900 | 70'900 | 70'423 | 70'423 | 130'549 CHF | 131'255 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 76'800 | 76'800 | 76'130 | 76'130 | 131'921 CHF | 132'682 CHF | 99.32% | 99.32% |
13.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 76'700 | 76'700 | 76'384 | 76'384 | 130'721 CHF | 131'485 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 77'800 | 77'800 | 77'479 | 77'479 | 129'770 CHF | 130'545 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 79'000 | 79'000 | 78'662 | 78'662 | 128'290 CHF | 129'077 CHF | 99.25% | 99.25% |
07.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'700 | 75'700 | 75'379 | 75'379 | 123'490 CHF | 124'244 CHF | 97.61% | 97.61% |
06.05.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 75'700 | 75'700 | 75'385 | 75'385 | 129'011 CHF | 129'765 CHF | 99.00% | 99.00% |
03.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 76'700 | 76'700 | 76'384 | 76'384 | 129'943 CHF | 130'707 CHF | 99.95% | 99.95% |
02.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 74'200 | 74'200 | 73'894 | 73'894 | 124'404 CHF | 125'143 CHF | 100.00% | 100.00% |
30.04.2024 | 0.54% | 1.73 CHF | 1.74 CHF | 68'400 | 68'400 | 65'147 | 65'147 | 120'598 CHF | 121'250 CHF | 99.98% | 99.98% |