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 | 1.21% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 39'339 | 39'339 | 58'595 CHF | 59'193 CHF | 100.00% | 100.00% |
14.05.2024 | 1.17% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 39'181 | 39'181 | 59'461 CHF | 60'055 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 1.52 CHF | 1.53 CHF | 87'000 | 87'000 | 39'101 | 39'101 | 59'216 CHF | 59'809 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 1.51 CHF | 1.52 CHF | 87'000 | 87'000 | 39'359 | 39'359 | 58'677 CHF | 59'275 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 39'183 | 39'183 | 57'005 CHF | 57'603 CHF | 99.25% | 99.25% |
07.05.2024 | 1.25% | 1.43 CHF | 1.44 CHF | 88'000 | 88'000 | 39'697 | 39'697 | 56'963 CHF | 57'564 CHF | 98.97% | 98.97% |
06.05.2024 | 1.27% | 1.39 CHF | 1.40 CHF | 89'000 | 89'000 | 40'464 | 40'464 | 56'857 CHF | 57'471 CHF | 99.14% | 99.14% |
03.05.2024 | 1.28% | 1.39 CHF | 1.40 CHF | 89'000 | 89'000 | 40'399 | 40'399 | 56'039 CHF | 56'653 CHF | 99.72% | 99.72% |
02.05.2024 | 1.26% | 1.42 CHF | 1.43 CHF | 88'000 | 88'000 | 39'560 | 39'560 | 56'084 CHF | 56'684 CHF | 99.99% | 99.99% |
30.04.2024 | 1.97% | 1.38 CHF | 1.39 CHF | 89'000 | 89'000 | 32'950 | 32'950 | 46'713 CHF | 47'216 CHF | 98.87% | 98.87% |