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 | 1.64% | 0.60 CHF | 0.61 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 65'255 CHF | 66'335 CHF | 100.00% | 100.00% |
10.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 108'000 | 108'000 | 107'458 | 107'458 | 63'637 CHF | 64'711 CHF | 100.00% | 100.00% |
08.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 67'344 CHF | 68'430 CHF | 99.14% | 99.14% |
07.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 109'000 | 109'000 | 109'978 | 109'978 | 71'981 CHF | 73'081 CHF | 99.82% | 99.82% |
06.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 75'367 CHF | 76'477 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 111'000 | 111'000 | 112'175 | 112'175 | 79'623 CHF | 80'745 CHF | 100.00% | 100.00% |
02.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 114'000 | 114'000 | 113'993 | 113'993 | 85'557 CHF | 86'697 CHF | 100.00% | 100.00% |
30.04.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 114'000 | 114'000 | 113'698 | 113'698 | 84'424 CHF | 85'562 CHF | 100.00% | 100.00% |
29.04.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 113'000 | 113'000 | 112'302 | 112'302 | 80'388 CHF | 81'511 CHF | 100.00% | 100.00% |
26.04.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 113'000 | 113'000 | 113'831 | 113'831 | 85'519 CHF | 86'657 CHF | 99.44% | 99.44% |