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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 38'100 | 38'100 | 38'098 | 38'098 | 52'213 CHF | 52'594 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 38'700 | 38'700 | 38'700 | 38'700 | 52'282 CHF | 52'669 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 38'700 | 38'700 | 38'700 | 38'700 | 52'153 CHF | 52'540 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 40'400 | 40'400 | 40'838 | 40'838 | 52'674 CHF | 53'082 CHF | 99.15% | 99.15% |
07.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 42'500 | 42'500 | 42'420 | 42'420 | 53'609 CHF | 54'034 CHF | 99.64% | 99.64% |
06.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 42'100 | 42'100 | 41'957 | 41'957 | 53'517 CHF | 53'937 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 42'600 | 42'600 | 42'600 | 42'600 | 54'184 CHF | 54'610 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 42'400 | 42'400 | 42'400 | 42'400 | 52'684 CHF | 53'108 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 41'700 | 41'700 | 41'683 | 41'683 | 52'195 CHF | 52'612 CHF | 100.00% | 100.00% |
29.04.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 40'500 | 40'500 | 41'794 | 41'794 | 53'253 CHF | 53'671 CHF | 100.00% | 100.00% |