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 | 0.50% | 2.03 CHF | 2.04 CHF | 66'600 | 66'600 | 66'599 | 66'599 | 134'101 CHF | 134'767 CHF | 98.53% | 98.53% |
13.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 65'400 | 65'400 | 65'400 | 65'400 | 128'326 CHF | 128'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 137'318 CHF | 138'008 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 129'997 CHF | 130'707 CHF | 99.25% | 99.25% |
07.05.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 72'500 | 72'500 | 72'492 | 72'492 | 130'066 CHF | 130'791 CHF | 95.46% | 95.46% |
06.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 72'700 | 72'700 | 72'700 | 72'700 | 131'209 CHF | 131'936 CHF | 98.36% | 98.36% |
03.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 78'700 | 78'700 | 78'711 | 78'711 | 137'777 CHF | 138'564 CHF | 99.98% | 99.98% |
02.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 81'200 | 81'200 | 81'191 | 81'191 | 131'611 CHF | 132'423 CHF | 100.00% | 100.00% |
30.04.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 77'800 | 77'800 | 77'768 | 77'768 | 127'830 CHF | 128'608 CHF | 99.99% | 99.99% |
29.04.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 77'500 | 77'500 | 75'995 | 75'995 | 129'396 CHF | 130'156 CHF | 100.00% | 100.00% |