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 | 2.10% | 0.46 CHF | 0.47 CHF | 62'000 | 62'000 | 61'981 | 61'981 | 29'240 CHF | 29'860 CHF | 100.00% | 100.00% |
13.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 61'000 | 61'000 | 61'065 | 61'065 | 24'680 CHF | 25'291 CHF | 100.00% | 100.00% |
10.05.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 62'000 | 62'000 | 61'672 | 61'672 | 27'728 CHF | 28'345 CHF | 100.00% | 100.00% |
08.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 62'000 | 62'000 | 61'531 | 61'531 | 26'486 CHF | 27'102 CHF | 99.15% | 99.15% |
07.05.2024 | 1.76% | 0.46 CHF | 0.47 CHF | 62'000 | 62'000 | 62'512 | 62'512 | 35'638 CHF | 36'263 CHF | 99.85% | 99.85% |
06.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 38'426 CHF | 39'056 CHF | 100.00% | 100.00% |
03.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 63'000 | 63'000 | 62'929 | 62'929 | 39'016 CHF | 39'645 CHF | 99.98% | 99.98% |
02.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 63'000 | 63'000 | 63'318 | 63'318 | 42'585 CHF | 43'218 CHF | 99.99% | 99.99% |
30.04.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 64'000 | 64'000 | 63'488 | 63'488 | 44'020 CHF | 44'655 CHF | 100.00% | 100.00% |
29.04.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 64'000 | 64'000 | 63'027 | 63'027 | 41'911 CHF | 42'541 CHF | 100.00% | 100.00% |