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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 108'000 | 108'000 | 107'458 | 107'458 | 43'122 CHF | 44'197 CHF | 100.00% | 100.00% |
08.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 46'636 CHF | 47'722 CHF | 99.14% | 99.14% |
07.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 109'000 | 109'000 | 109'960 | 109'960 | 50'981 CHF | 52'081 CHF | 99.82% | 99.82% |
06.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 54'204 CHF | 55'314 CHF | 100.00% | 100.00% |
03.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 111'000 | 111'000 | 112'175 | 112'175 | 58'153 CHF | 59'275 CHF | 99.99% | 99.99% |
02.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 114'000 | 114'000 | 113'993 | 113'993 | 63'822 CHF | 64'962 CHF | 99.99% | 99.99% |
30.04.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 114'000 | 114'000 | 113'686 | 113'686 | 62'728 CHF | 63'866 CHF | 100.00% | 100.00% |
29.04.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 113'000 | 113'000 | 112'302 | 112'302 | 58'931 CHF | 60'054 CHF | 100.00% | 100.00% |
26.04.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 113'000 | 113'000 | 113'831 | 113'831 | 63'772 CHF | 64'911 CHF | 99.44% | 99.44% |
25.04.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 117'000 | 117'000 | 116'142 | 116'142 | 70'745 CHF | 71'907 CHF | 100.00% | 100.00% |