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 | 3.08% | 0.67 CHF | 0.69 CHF | 73'000 | 73'000 | 72'594 | 72'594 | 46'515 CHF | 47'967 CHF | 99.82% | 99.82% |
10.05.2024 | 3.08% | 0.65 CHF | 0.67 CHF | 73'000 | 73'000 | 72'603 | 72'603 | 46'487 CHF | 47'939 CHF | 100.00% | 100.00% |
08.05.2024 | 3.02% | 0.66 CHF | 0.68 CHF | 73'000 | 73'000 | 72'727 | 72'727 | 47'567 CHF | 49'022 CHF | 98.93% | 98.93% |
07.05.2024 | 2.72% | 0.72 CHF | 0.74 CHF | 74'000 | 74'000 | 73'676 | 73'676 | 53'516 CHF | 54'990 CHF | 99.75% | 99.75% |
06.05.2024 | 1.94% | 1.01 CHF | 1.03 CHF | 78'000 | 78'000 | 77'930 | 77'930 | 79'698 CHF | 81'257 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 1.08 CHF | 1.10 CHF | 79'000 | 79'000 | 79'734 | 79'734 | 91'050 CHF | 92'264 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 82'000 | 82'000 | 81'292 | 81'292 | 101'542 CHF | 102'355 CHF | 98.52% | 98.52% |
30.04.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 81'000 | 81'000 | 80'641 | 80'641 | 96'730 CHF | 97'537 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 80'000 | 80'000 | 80'253 | 80'253 | 95'434 CHF | 96'236 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 81'000 | 81'000 | 81'177 | 81'177 | 100'607 CHF | 101'419 CHF | 99.43% | 99.43% |