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 | 1.10% | 0.95 CHF | 0.96 CHF | 71'000 | 71'000 | 71'653 | 71'653 | 64'647 CHF | 65'364 CHF | 99.98% | 99.98% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 62'830 CHF | 63'555 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 62'955 CHF | 63'680 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'594 | 74'594 | 58'249 CHF | 58'995 CHF | 99.06% | 99.06% |
07.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'447 | 74'447 | 60'962 CHF | 61'707 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.77 CHF | 0.79 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 56'696 CHF | 57'461 CHF | 100.00% | 100.00% |
02.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'707 | 74'707 | 58'671 CHF | 59'418 CHF | 100.00% | 100.00% |
30.04.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 73'000 | 73'000 | 72'528 | 72'528 | 60'536 CHF | 61'261 CHF | 100.00% | 100.00% |
29.04.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 73'000 | 73'000 | 72'543 | 72'543 | 60'738 CHF | 61'464 CHF | 100.00% | 100.00% |