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 | 1.32% | 0.75 CHF | 0.76 CHF | 80'200 | 80'200 | 78'758 | 78'758 | 60'022 CHF | 60'810 CHF | 98.83% | 98.83% |
14.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 79'900 | 79'900 | 79'684 | 79'684 | 59'699 CHF | 60'496 CHF | 98.77% | 98.77% |
13.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 80'100 | 80'100 | 78'884 | 78'884 | 59'533 CHF | 60'322 CHF | 99.50% | 99.50% |
10.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 81'100 | 81'100 | 80'357 | 80'357 | 58'333 CHF | 59'137 CHF | 99.27% | 99.27% |
08.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 83'600 | 83'600 | 83'139 | 83'139 | 55'777 CHF | 56'609 CHF | 99.20% | 99.53% |
07.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 80'500 | 80'500 | 80'015 | 80'015 | 58'093 CHF | 58'894 CHF | 99.75% | 99.75% |
06.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 82'000 | 82'000 | 80'148 | 80'148 | 57'410 CHF | 58'212 CHF | 98.74% | 98.74% |
03.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 80'600 | 80'600 | 80'771 | 80'771 | 58'389 CHF | 59'197 CHF | 98.60% | 98.60% |
02.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 84'200 | 84'200 | 84'462 | 84'462 | 54'404 CHF | 55'248 CHF | 99.19% | 99.19% |
30.04.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 86'000 | 86'000 | 84'450 | 84'450 | 54'392 CHF | 55'237 CHF | 99.55% | 99.55% |