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 | 1.54% | 0.65 CHF | 0.66 CHF | 56'000 | 56'000 | 55'265 | 55'265 | 36'029 CHF | 36'582 CHF | 100.00% | 100.00% |
14.05.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 47'000 | 47'000 | 47'903 | 47'903 | 33'500 CHF | 33'979 CHF | 99.16% | 99.16% |
13.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 45'000 | 45'000 | 45'554 | 45'554 | 36'272 CHF | 36'728 CHF | 99.80% | 99.80% |
10.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 45'000 | 45'000 | 44'551 | 44'551 | 35'210 CHF | 35'656 CHF | 99.71% | 99.71% |
08.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 44'000 | 44'000 | 43'586 | 43'586 | 34'480 CHF | 34'917 CHF | 100.00% | 100.00% |
07.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 42'000 | 42'000 | 41'809 | 41'809 | 35'054 CHF | 35'473 CHF | 100.00% | 100.00% |
06.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 37'000 | 37'000 | 36'857 | 36'857 | 31'786 CHF | 32'155 CHF | 98.86% | 98.86% |
03.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 40'000 | 40'000 | 39'597 | 39'597 | 37'176 CHF | 37'572 CHF | 98.58% | 98.58% |
02.05.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 33'000 | 33'000 | 33'134 | 33'134 | 31'750 CHF | 32'082 CHF | 99.75% | 99.75% |
30.04.2024 | 1.19% | 1.06 CHF | 1.07 CHF | 36'000 | 36'000 | 34'272 | 34'272 | 30'399 CHF | 30'742 CHF | 99.97% | 99.97% |