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 | 0.80% | 1.34 CHF | 1.35 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 51'178 CHF | 51'585 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 41'000 | 41'000 | 40'747 | 40'747 | 52'889 CHF | 53'297 CHF | 98.94% | 98.94% |
13.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 41'000 | 41'000 | 40'582 | 40'582 | 52'812 CHF | 53'219 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 41'000 | 41'000 | 40'634 | 40'634 | 51'889 CHF | 52'295 CHF | 87.17% | 93.33% |
08.05.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 41'000 | 41'000 | 41'374 | 41'374 | 46'369 CHF | 46'782 CHF | 99.51% | 99.51% |
07.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 42'000 | 42'000 | 41'580 | 41'580 | 39'688 CHF | 40'105 CHF | 99.52% | 99.52% |
06.05.2024 | 0.97% | 0.94 CHF | 0.95 CHF | 42'000 | 42'000 | 41'549 | 41'549 | 43'095 CHF | 43'511 CHF | 97.67% | 97.67% |
03.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 42'000 | 42'000 | 41'951 | 41'951 | 42'459 CHF | 42'879 CHF | 96.83% | 97.51% |
02.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 42'000 | 42'000 | 41'602 | 41'602 | 41'080 CHF | 41'496 CHF | 99.55% | 99.55% |
30.04.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 42'000 | 42'000 | 41'680 | 41'680 | 44'855 CHF | 45'272 CHF | 98.90% | 98.90% |