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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.75% | 2.65 CHF | 2.67 CHF | 17'600 | 17'600 | 17'590 | 17'590 | 46'581 CHF | 46'932 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 2.64 CHF | 2.66 CHF | 19'300 | 19'300 | 19'301 | 19'301 | 51'269 CHF | 51'655 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 2.37 CHF | 2.39 CHF | 19'600 | 19'600 | 19'604 | 19'604 | 47'282 CHF | 47'674 CHF | 99.09% | 99.09% |
07.05.2024 | 0.84% | 2.40 CHF | 2.42 CHF | 21'100 | 21'100 | 21'105 | 21'105 | 50'261 CHF | 50'683 CHF | 99.70% | 99.70% |
06.05.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 23'600 | 23'600 | 23'574 | 23'574 | 51'060 CHF | 51'531 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 1.94 CHF | 1.96 CHF | 26'300 | 26'300 | 26'347 | 26'347 | 50'839 CHF | 51'366 CHF | 99.99% | 99.99% |
02.05.2024 | 1.08% | 1.76 CHF | 1.78 CHF | 24'500 | 24'500 | 24'340 | 24'340 | 44'921 CHF | 45'408 CHF | 99.99% | 99.99% |
30.04.2024 | 1.02% | 1.91 CHF | 1.93 CHF | 23'700 | 23'700 | 23'622 | 23'622 | 46'257 CHF | 46'730 CHF | 99.99% | 99.99% |
29.04.2024 | 1.00% | 1.97 CHF | 1.99 CHF | 25'000 | 25'000 | 24'924 | 24'924 | 49'730 CHF | 50'228 CHF | 100.00% | 100.00% |
26.04.2024 | 1.08% | 1.89 CHF | 1.91 CHF | 26'700 | 26'700 | 26'770 | 26'770 | 49'539 CHF | 50'074 CHF | 99.58% | 99.58% |