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 | 0.73% | 1.34 CHF | 1.35 CHF | 108'000 | 108'000 | 108'568 | 108'568 | 147'582 CHF | 148'668 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 145'485 CHF | 146'565 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 108'000 | 108'000 | 107'458 | 107'458 | 143'585 CHF | 144'660 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 148'160 CHF | 149'246 CHF | 99.14% | 99.14% |
07.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 109'000 | 109'000 | 109'976 | 109'976 | 153'847 CHF | 154'948 CHF | 99.82% | 99.82% |
06.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 158'088 CHF | 159'198 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 111'000 | 111'000 | 112'175 | 112'175 | 163'179 CHF | 164'300 CHF | 100.00% | 100.00% |
02.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 114'000 | 114'000 | 113'993 | 113'993 | 170'450 CHF | 171'590 CHF | 100.00% | 100.00% |
30.04.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 114'000 | 114'000 | 113'700 | 113'700 | 169'142 CHF | 170'280 CHF | 100.00% | 100.00% |
29.04.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 113'000 | 113'000 | 112'302 | 112'302 | 163'975 CHF | 165'098 CHF | 100.00% | 100.00% |