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 | 1.64% | 0.64 CHF | 0.65 CHF | 140'900 | 140'900 | 141'537 | 141'537 | 85'823 CHF | 87'238 CHF | 100.00% | 100.00% |
13.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 139'400 | 139'400 | 138'257 | 138'257 | 82'170 CHF | 83'553 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 137'900 | 137'900 | 136'920 | 136'920 | 82'633 CHF | 84'002 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 125'800 | 125'800 | 125'904 | 125'904 | 79'709 CHF | 80'968 CHF | 99.09% | 99.09% |
07.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 149'700 | 149'700 | 150'459 | 150'459 | 93'750 CHF | 95'254 CHF | 99.53% | 99.53% |
06.05.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 177'200 | 177'200 | 179'868 | 179'868 | 89'620 CHF | 91'419 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 199'700 | 199'700 | 200'786 | 200'786 | 88'141 CHF | 90'149 CHF | 99.99% | 99.99% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 207'200 | 207'200 | 205'380 | 205'380 | 84'410 CHF | 86'463 CHF | 99.99% | 99.99% |
30.04.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 198'000 | 198'000 | 196'971 | 196'971 | 78'965 CHF | 80'936 CHF | 100.00% | 100.00% |
29.04.2024 | 1.73% | 0.48 CHF | 0.49 CHF | 64'800 | 64'800 | 64'498 | 64'498 | 39'564 CHF | 40'209 CHF | 98.83% | 98.83% |