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 | 0.47% | 2.11 CHF | 2.12 CHF | 54'100 | 54'100 | 53'876 | 53'876 | 114'150 CHF | 114'689 CHF | 99.70% | 99.70% |
13.05.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 53'900 | 53'900 | 53'677 | 53'677 | 118'360 CHF | 118'897 CHF | 99.50% | 99.50% |
10.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 59'700 | 59'700 | 59'454 | 59'454 | 129'635 CHF | 130'230 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 66'600 | 66'600 | 66'318 | 66'318 | 106'123 CHF | 106'786 CHF | 98.93% | 98.93% |
07.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 68'500 | 68'500 | 68'214 | 68'214 | 120'663 CHF | 121'345 CHF | 98.85% | 98.85% |
06.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 73'600 | 73'600 | 73'297 | 73'297 | 123'801 CHF | 124'534 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 73'300 | 73'300 | 72'998 | 72'998 | 121'238 CHF | 121'968 CHF | 99.94% | 99.94% |
02.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 76'500 | 76'500 | 77'144 | 77'144 | 119'432 CHF | 120'204 CHF | 98.59% | 98.59% |
30.04.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 81'300 | 81'300 | 81'035 | 81'035 | 125'567 CHF | 126'377 CHF | 100.00% | 100.00% |
29.04.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 86'300 | 86'300 | 85'927 | 85'927 | 118'892 CHF | 119'751 CHF | 100.00% | 100.00% |