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 | 3.48% | 0.65 CHF | 0.67 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 23'245 CHF | 24'058 CHF | 100.00% | 100.00% |
14.05.2024 | 3.25% | 0.59 CHF | 0.61 CHF | 41'000 | 41'000 | 40'715 | 40'715 | 24'852 CHF | 25'667 CHF | 99.03% | 99.03% |
13.05.2024 | 3.24% | 0.59 CHF | 0.61 CHF | 41'000 | 41'000 | 40'572 | 40'572 | 24'869 CHF | 25'681 CHF | 100.00% | 100.00% |
10.05.2024 | 3.38% | 0.62 CHF | 0.64 CHF | 41'000 | 41'000 | 40'606 | 40'606 | 23'925 CHF | 24'738 CHF | 87.34% | 93.45% |
08.05.2024 | 4.54% | 0.50 CHF | 0.52 CHF | 41'000 | 41'000 | 41'331 | 41'331 | 17'968 CHF | 18'795 CHF | 99.55% | 99.55% |
07.05.2024 | 7.19% | 0.32 CHF | 0.34 CHF | 42'000 | 42'000 | 41'576 | 41'576 | 11'351 CHF | 12'183 CHF | 99.57% | 99.57% |
06.05.2024 | 5.66% | 0.26 CHF | 0.28 CHF | 42'000 | 42'000 | 41'499 | 41'499 | 14'611 CHF | 15'442 CHF | 97.68% | 97.68% |
03.05.2024 | 5.98% | 0.30 CHF | 0.32 CHF | 42'000 | 42'000 | 41'843 | 41'843 | 13'656 CHF | 14'493 CHF | 97.53% | 97.53% |
02.05.2024 | 6.42% | 0.30 CHF | 0.32 CHF | 42'000 | 42'000 | 41'830 | 41'830 | 12'728 CHF | 13'565 CHF | 98.82% | 98.82% |
30.04.2024 | 5.03% | 0.36 CHF | 0.38 CHF | 42'000 | 42'000 | 41'759 | 41'759 | 16'309 CHF | 17'145 CHF | 98.80% | 98.80% |