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 | 1.01% | 0.99 CHF | 1.00 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 27'722 CHF | 28'002 CHF | 100.00% | 100.00% |
13.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 28'724 CHF | 29'007 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 32'506 CHF | 32'797 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 30'000 | 30'000 | 30'249 | 30'249 | 37'592 CHF | 37'895 CHF | 99.25% | 99.25% |
07.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 41'786 CHF | 42'097 CHF | 97.17% | 97.17% |
06.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 40'794 CHF | 41'104 CHF | 98.43% | 98.43% |
03.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 40'861 CHF | 41'171 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 31'000 | 31'000 | 31'033 | 31'033 | 41'554 CHF | 41'864 CHF | 100.00% | 100.00% |
30.04.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 31'000 | 31'000 | 30'979 | 30'979 | 40'111 CHF | 40'421 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 40'784 CHF | 41'094 CHF | 99.99% | 99.99% |