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 | 1.35% | 0.76 CHF | 0.77 CHF | 104'300 | 104'300 | 103'598 | 103'598 | 76'920 CHF | 77'959 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 106'100 | 106'100 | 105'720 | 105'720 | 76'124 CHF | 77'181 CHF | 99.32% | 99.32% |
13.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 101'200 | 101'200 | 100'783 | 100'783 | 74'964 CHF | 75'972 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 109'600 | 109'600 | 109'148 | 109'148 | 81'784 CHF | 82'875 CHF | 100.00% | 100.00% |
08.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 118'900 | 118'900 | 118'455 | 118'455 | 75'347 CHF | 76'532 CHF | 99.25% | 99.25% |
07.05.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 122'200 | 122'200 | 124'359 | 124'359 | 73'935 CHF | 75'179 CHF | 97.07% | 97.07% |
06.05.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 128'900 | 128'900 | 132'110 | 132'110 | 79'131 CHF | 80'452 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 137'100 | 137'100 | 138'876 | 138'876 | 76'627 CHF | 78'016 CHF | 99.99% | 99.99% |
02.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 136'900 | 136'900 | 137'387 | 137'387 | 75'743 CHF | 77'117 CHF | 99.99% | 99.99% |
30.04.2024 | 1.70% | 0.55 CHF | 0.56 CHF | 129'200 | 129'200 | 128'614 | 128'614 | 75'066 CHF | 76'353 CHF | 100.00% | 100.00% |