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 | 0.83% | 1.24 CHF | 1.25 CHF | 71'000 | 71'000 | 71'655 | 71'655 | 85'586 CHF | 86'302 CHF | 99.99% | 99.99% |
13.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 83'938 CHF | 84'663 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 84'005 CHF | 84'731 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 74'595 | 74'595 | 79'827 CHF | 80'573 CHF | 99.06% | 99.06% |
07.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 74'447 | 74'447 | 82'544 CHF | 83'289 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.06 CHF | 1.08 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 78'807 CHF | 79'572 CHF | 100.00% | 100.00% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 74'707 | 74'707 | 80'357 CHF | 81'104 CHF | 100.00% | 100.00% |
30.04.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 73'000 | 73'000 | 72'526 | 72'526 | 81'668 CHF | 82'394 CHF | 99.99% | 99.99% |
29.04.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 73'000 | 73'000 | 72'543 | 72'543 | 81'829 CHF | 82'555 CHF | 100.00% | 100.00% |