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 | 2.91% | 0.35 CHF | 0.36 CHF | 78'000 | 78'000 | 77'959 | 77'959 | 26'543 CHF | 27'324 CHF | 100.00% | 100.00% |
14.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 78'000 | 78'000 | 77'500 | 77'500 | 28'707 CHF | 29'482 CHF | 100.00% | 100.00% |
13.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 26'177 CHF | 26'960 CHF | 100.00% | 100.00% |
10.05.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 27'167 CHF | 27'928 CHF | 100.00% | 100.00% |
08.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 25'843 CHF | 26'612 CHF | 99.24% | 99.24% |
07.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 77'000 | 77'000 | 76'967 | 76'967 | 24'322 CHF | 25'092 CHF | 97.36% | 97.36% |
06.05.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 77'000 | 77'000 | 76'750 | 76'750 | 25'543 CHF | 26'310 CHF | 98.44% | 98.44% |
03.05.2024 | 2.59% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 75'842 | 75'842 | 28'947 CHF | 29'705 CHF | 99.97% | 99.97% |
02.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 78'000 | 78'000 | 77'809 | 77'809 | 22'299 CHF | 23'077 CHF | 99.99% | 99.99% |
30.04.2024 | 3.02% | 0.29 CHF | 0.30 CHF | 78'000 | 78'000 | 76'730 | 76'730 | 25'240 CHF | 26'008 CHF | 100.00% | 100.00% |