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 | 1.03% | 1.05 CHF | 1.06 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 39'685 CHF | 40'091 CHF | 100.00% | 100.00% |
14.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 41'000 | 41'000 | 40'745 | 40'745 | 41'432 CHF | 41'840 CHF | 98.94% | 98.94% |
13.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 41'000 | 41'000 | 40'585 | 40'585 | 41'367 CHF | 41'773 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 41'000 | 41'000 | 40'646 | 40'646 | 40'408 CHF | 40'815 CHF | 87.38% | 93.55% |
08.05.2024 | 1.19% | 0.91 CHF | 0.92 CHF | 41'000 | 41'000 | 41'393 | 41'393 | 34'702 CHF | 35'116 CHF | 99.50% | 99.50% |
07.05.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 42'000 | 42'000 | 41'576 | 41'579 | 27'978 CHF | 28'397 CHF | 99.50% | 99.50% |
06.05.2024 | 1.34% | 0.66 CHF | 0.67 CHF | 42'000 | 42'000 | 41'533 | 41'531 | 31'321 CHF | 31'735 CHF | 97.70% | 97.70% |
03.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 42'000 | 42'000 | 41'842 | 41'842 | 30'414 CHF | 30'832 CHF | 97.26% | 97.26% |
02.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 42'000 | 42'000 | 41'867 | 41'867 | 29'562 CHF | 29'981 CHF | 99.01% | 99.01% |
30.04.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 42'000 | 42'000 | 41'675 | 41'675 | 33'013 CHF | 33'430 CHF | 98.94% | 98.94% |