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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 22'470 CHF | 22'750 CHF | 99.97% | 99.97% |
13.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 23'429 CHF | 23'712 CHF | 100.00% | 100.00% |
10.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 27'070 CHF | 27'361 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 31'915 CHF | 32'217 CHF | 99.25% | 99.25% |
07.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 35'921 CHF | 36'233 CHF | 97.17% | 97.17% |
06.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 35'016 CHF | 35'326 CHF | 98.43% | 98.43% |
03.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 35'039 CHF | 35'349 CHF | 100.00% | 100.00% |
02.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 35'732 CHF | 36'043 CHF | 100.00% | 100.00% |
30.04.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 31'000 | 31'000 | 30'982 | 30'982 | 34'326 CHF | 34'636 CHF | 100.00% | 100.00% |
29.04.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 34'947 CHF | 35'257 CHF | 99.99% | 99.99% |