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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 176'000 | 176'000 | 78'448 | 78'448 | 45'523 CHF | 46'311 CHF | 100.00% | 100.00% |
14.05.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 176'000 | 176'000 | 78'294 | 78'294 | 44'601 CHF | 45'385 CHF | 100.00% | 100.00% |
13.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 44'822 CHF | 45'605 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 174'000 | 174'000 | 78'484 | 78'484 | 45'976 CHF | 46'762 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 176'000 | 176'000 | 78'202 | 78'202 | 47'366 CHF | 48'150 CHF | 98.40% | 98.40% |
07.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 176'000 | 176'000 | 79'086 | 79'086 | 48'525 CHF | 49'318 CHF | 98.78% | 98.78% |
06.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 178'000 | 178'000 | 80'403 | 80'403 | 50'161 CHF | 50'966 CHF | 99.14% | 99.14% |
03.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 178'000 | 178'000 | 80'267 | 80'267 | 51'033 CHF | 51'837 CHF | 99.72% | 99.72% |
02.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 176'000 | 176'000 | 78'890 | 78'890 | 49'771 CHF | 50'561 CHF | 100.00% | 100.00% |
30.04.2024 | 3.08% | 0.66 CHF | 0.67 CHF | 178'000 | 178'000 | 65'608 | 65'608 | 41'581 CHF | 42'312 CHF | 98.94% | 98.94% |