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 | 0.52% | 1.91 CHF | 1.92 CHF | 41'000 | 41'000 | 40'745 | 40'745 | 78'874 CHF | 79'282 CHF | 98.94% | 98.94% |
13.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 41'000 | 41'000 | 40'598 | 40'598 | 78'692 CHF | 79'099 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 41'000 | 41'000 | 40'625 | 40'625 | 77'785 CHF | 78'191 CHF | 87.24% | 93.38% |
08.05.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 41'000 | 41'000 | 41'384 | 41'384 | 72'733 CHF | 73'147 CHF | 99.45% | 99.45% |
07.05.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 42'000 | 42'000 | 41'582 | 41'582 | 66'223 CHF | 66'639 CHF | 99.52% | 99.52% |
06.05.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 42'000 | 42'000 | 41'533 | 41'533 | 69'522 CHF | 69'938 CHF | 97.73% | 97.73% |
03.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 42'000 | 42'000 | 41'938 | 41'938 | 69'077 CHF | 69'497 CHF | 96.45% | 96.45% |
02.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 42'000 | 42'000 | 41'860 | 41'860 | 68'012 CHF | 68'430 CHF | 99.33% | 99.33% |
30.04.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 42'000 | 42'000 | 41'760 | 41'760 | 71'493 CHF | 71'911 CHF | 98.91% | 98.91% |
29.04.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 42'000 | 42'000 | 41'530 | 41'530 | 71'158 CHF | 71'574 CHF | 98.33% | 98.33% |