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 | 0.94% | 1.11 CHF | 1.12 CHF | 71'000 | 71'000 | 71'653 | 71'653 | 75'948 CHF | 76'664 CHF | 99.98% | 99.98% |
13.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 74'068 CHF | 74'794 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 74'209 CHF | 74'934 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'594 | 74'594 | 69'750 CHF | 70'496 CHF | 99.06% | 99.06% |
07.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 74'447 | 74'447 | 72'427 CHF | 73'173 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.92 CHF | 0.94 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 68'493 CHF | 69'259 CHF | 99.99% | 99.99% |
02.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'706 | 74'706 | 70'168 CHF | 70'915 CHF | 100.00% | 100.00% |
30.04.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 73'000 | 73'000 | 72'527 | 72'527 | 71'819 CHF | 72'545 CHF | 100.00% | 100.00% |
29.04.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 73'000 | 73'000 | 72'543 | 72'543 | 72'023 CHF | 72'749 CHF | 100.00% | 100.00% |