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 | 0.67% | 1.59 CHF | 1.60 CHF | 45'000 | 45'000 | 44'580 | 44'580 | 67'497 CHF | 67'944 CHF | 100.00% | 100.00% |
14.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 45'000 | 45'000 | 44'575 | 44'575 | 69'233 CHF | 69'679 CHF | 99.30% | 99.30% |
13.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 45'000 | 45'000 | 44'579 | 44'579 | 69'307 CHF | 69'753 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 45'000 | 45'000 | 44'659 | 44'659 | 68'406 CHF | 68'853 CHF | 87.22% | 93.37% |
08.05.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 45'000 | 45'000 | 44'919 | 44'919 | 61'749 CHF | 62'199 CHF | 99.41% | 99.41% |
07.05.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 45'000 | 45'000 | 44'552 | 44'552 | 53'898 CHF | 54'344 CHF | 99.41% | 99.41% |
06.05.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 45'000 | 45'000 | 44'531 | 44'531 | 57'490 CHF | 57'936 CHF | 97.55% | 97.55% |
03.05.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 45'000 | 45'000 | 44'817 | 44'817 | 56'747 CHF | 57'195 CHF | 96.03% | 96.03% |
02.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 45'000 | 45'000 | 44'881 | 44'881 | 55'724 CHF | 56'173 CHF | 98.96% | 98.96% |
30.04.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 45'000 | 45'000 | 44'738 | 44'738 | 59'457 CHF | 59'904 CHF | 98.96% | 98.96% |