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 | 1.55% | 0.60 CHF | 0.61 CHF | 157'700 | 157'700 | 157'676 | 157'676 | 101'488 CHF | 103'069 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 163'100 | 163'100 | 163'099 | 163'099 | 101'710 CHF | 103'342 CHF | 98.53% | 98.53% |
13.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 103'426 CHF | 105'086 CHF | 100.00% | 100.00% |
10.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 150'700 | 150'700 | 150'994 | 150'994 | 97'230 CHF | 98'740 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 122'900 | 122'900 | 123'927 | 123'927 | 92'395 CHF | 93'634 CHF | 99.24% | 99.24% |
07.05.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 116'200 | 116'200 | 116'195 | 116'195 | 100'910 CHF | 102'072 CHF | 95.30% | 95.30% |
06.05.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 120'300 | 120'300 | 119'188 | 119'188 | 96'435 CHF | 97'627 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 121'600 | 121'600 | 121'084 | 121'084 | 100'643 CHF | 101'854 CHF | 99.99% | 99.99% |
02.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 126'100 | 126'100 | 126'081 | 126'081 | 107'107 CHF | 108'368 CHF | 99.99% | 99.99% |
30.04.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 123'200 | 123'200 | 123'143 | 123'143 | 96'980 CHF | 98'212 CHF | 99.99% | 99.99% |