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 | 2.24% | 0.68 CHF | 0.69 CHF | 164'000 | 164'000 | 73'323 | 73'323 | 50'395 CHF | 51'349 CHF | 100.00% | 100.00% |
14.05.2024 | 2.21% | 0.68 CHF | 0.69 CHF | 164'000 | 164'000 | 73'099 | 73'099 | 50'581 CHF | 51'531 CHF | 100.00% | 100.00% |
13.05.2024 | 2.45% | 0.68 CHF | 0.69 CHF | 164'000 | 164'000 | 74'694 | 74'694 | 47'594 CHF | 48'565 CHF | 99.85% | 99.85% |
10.05.2024 | 2.67% | 0.62 CHF | 0.63 CHF | 168'000 | 168'000 | 75'867 | 75'867 | 44'341 CHF | 45'330 CHF | 99.99% | 99.99% |
08.05.2024 | 2.52% | 0.58 CHF | 0.59 CHF | 168'000 | 168'000 | 74'603 | 74'603 | 44'696 CHF | 45'671 CHF | 98.19% | 98.19% |
07.05.2024 | 2.57% | 0.62 CHF | 0.63 CHF | 166'000 | 166'000 | 75'329 | 75'329 | 45'198 CHF | 46'177 CHF | 99.88% | 99.88% |
06.05.2024 | 2.68% | 0.55 CHF | 0.56 CHF | 172'000 | 172'000 | 76'395 | 76'395 | 43'493 CHF | 44'487 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.56 CHF | 0.57 CHF | 172'000 | 172'000 | 75'969 | 75'969 | 44'187 CHF | 45'171 CHF | 99.99% | 99.99% |
02.05.2024 | 2.48% | 0.60 CHF | 0.61 CHF | 168'000 | 168'000 | 74'653 | 74'653 | 45'552 CHF | 46'524 CHF | 98.57% | 98.57% |
30.04.2024 | 2.45% | 0.60 CHF | 0.61 CHF | 168'000 | 168'000 | 75'029 | 75'029 | 45'969 CHF | 46'944 CHF | 100.00% | 100.00% |