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 | 1.19% | 0.85 CHF | 0.86 CHF | 79'900 | 79'900 | 79'660 | 79'660 | 67'148 CHF | 67'945 CHF | 98.83% | 98.83% |
13.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 80'100 | 80'100 | 78'904 | 78'904 | 67'179 CHF | 67'969 CHF | 99.50% | 99.50% |
10.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 81'100 | 81'100 | 80'372 | 80'372 | 65'766 CHF | 66'570 CHF | 99.26% | 99.26% |
08.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 83'600 | 83'600 | 83'204 | 83'204 | 63'656 CHF | 64'489 CHF | 98.84% | 98.84% |
07.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 80'500 | 80'500 | 80'025 | 80'025 | 65'819 CHF | 66'620 CHF | 99.74% | 99.74% |
06.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 82'000 | 82'000 | 80'188 | 80'188 | 65'155 CHF | 65'958 CHF | 98.46% | 98.46% |
03.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 80'600 | 80'600 | 80'766 | 80'766 | 66'120 CHF | 66'927 CHF | 98.57% | 98.57% |
02.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 84'200 | 84'200 | 84'433 | 84'433 | 62'443 CHF | 63'288 CHF | 99.19% | 99.19% |
30.04.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 86'000 | 86'000 | 84'349 | 84'349 | 62'126 CHF | 62'970 CHF | 99.58% | 99.58% |
29.04.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 84'500 | 84'500 | 83'881 | 83'881 | 61'890 CHF | 62'730 CHF | 99.77% | 99.77% |