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 | 0.95% | 1.03 CHF | 1.04 CHF | 123'600 | 123'600 | 122'264 | 122'264 | 128'157 CHF | 129'379 CHF | 99.98% | 99.98% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 122'200 | 122'200 | 123'135 | 123'135 | 128'533 CHF | 129'764 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 125'600 | 125'600 | 124'010 | 124'010 | 131'899 CHF | 133'139 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 134'400 | 134'400 | 134'890 | 134'890 | 128'075 CHF | 129'424 CHF | 99.06% | 99.06% |
07.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 133'200 | 133'200 | 133'198 | 133'198 | 127'826 CHF | 129'158 CHF | 97.66% | 97.66% |
06.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 138'400 | 138'400 | 138'758 | 138'758 | 133'502 CHF | 134'889 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 138'800 | 138'800 | 137'224 | 137'224 | 127'592 CHF | 128'964 CHF | 99.99% | 99.99% |
02.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 124'600 | 124'600 | 125'861 | 125'861 | 118'174 CHF | 119'432 CHF | 100.00% | 100.00% |
30.04.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 117'800 | 117'800 | 117'102 | 117'102 | 129'669 CHF | 130'841 CHF | 99.99% | 99.99% |
29.04.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 116'400 | 116'400 | 116'274 | 116'274 | 129'007 CHF | 130'170 CHF | 100.00% | 100.00% |