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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 100'406 CHF | 101'486 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 108'000 | 108'000 | 107'459 | 107'459 | 98'651 CHF | 99'725 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 102'757 CHF | 103'843 CHF | 99.15% | 99.15% |
07.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 109'000 | 109'000 | 109'975 | 109'975 | 107'821 CHF | 108'921 CHF | 99.83% | 99.83% |
06.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 111'684 CHF | 112'794 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 111'000 | 111'000 | 112'176 | 112'176 | 116'256 CHF | 117'377 CHF | 99.98% | 99.98% |
02.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 114'000 | 114'000 | 113'992 | 113'992 | 122'777 CHF | 123'917 CHF | 100.00% | 100.00% |
30.04.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 114'000 | 114'000 | 113'685 | 113'685 | 121'546 CHF | 122'683 CHF | 100.00% | 100.00% |
29.04.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 113'000 | 113'000 | 112'302 | 112'302 | 116'985 CHF | 118'108 CHF | 100.00% | 100.00% |
26.04.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 113'000 | 113'000 | 113'831 | 113'831 | 122'607 CHF | 123'745 CHF | 99.44% | 99.44% |