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 | 0.86% | 1.15 CHF | 1.16 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 124'576 CHF | 125'656 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 108'000 | 108'000 | 107'459 | 107'459 | 122'605 CHF | 123'679 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 126'959 CHF | 128'045 CHF | 99.15% | 99.15% |
07.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 109'000 | 109'000 | 109'977 | 109'977 | 132'339 CHF | 133'439 CHF | 99.82% | 99.82% |
06.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 136'343 CHF | 137'453 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 111'000 | 111'000 | 112'175 | 112'175 | 141'163 CHF | 142'285 CHF | 99.99% | 99.99% |
02.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 114'000 | 114'000 | 113'992 | 113'992 | 148'180 CHF | 149'320 CHF | 99.99% | 99.99% |
30.04.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 114'000 | 114'000 | 113'700 | 113'700 | 146'901 CHF | 148'038 CHF | 100.00% | 100.00% |
29.04.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 113'000 | 113'000 | 112'302 | 112'302 | 142'054 CHF | 143'177 CHF | 99.99% | 99.99% |
26.04.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 113'000 | 113'000 | 113'832 | 113'832 | 148'060 CHF | 149'198 CHF | 99.44% | 99.44% |