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 | 0.68% | 1.49 CHF | 1.50 CHF | 49'700 | 49'700 | 49'266 | 49'266 | 72'032 CHF | 72'525 CHF | 99.32% | 99.32% |
13.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 49'600 | 49'600 | 49'395 | 49'395 | 70'595 CHF | 71'089 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 51'200 | 51'200 | 50'989 | 50'989 | 69'898 CHF | 70'408 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 53'100 | 53'100 | 52'873 | 52'873 | 68'799 CHF | 69'328 CHF | 99.25% | 99.25% |
07.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 48'000 | 48'000 | 47'797 | 47'797 | 62'829 CHF | 63'307 CHF | 97.62% | 97.62% |
06.05.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 48'000 | 48'000 | 47'800 | 47'800 | 68'865 CHF | 69'343 CHF | 98.97% | 98.97% |
03.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 49'500 | 49'500 | 49'296 | 49'296 | 70'199 CHF | 70'692 CHF | 99.94% | 99.94% |
02.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 45'700 | 45'700 | 45'511 | 45'511 | 63'411 CHF | 63'866 CHF | 99.98% | 99.98% |
30.04.2024 | 0.59% | 1.46 CHF | 1.47 CHF | 37'300 | 37'300 | 35'565 | 35'565 | 60'495 CHF | 60'851 CHF | 99.99% | 99.99% |
29.04.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 37'100 | 37'100 | 36'941 | 36'941 | 71'419 CHF | 71'789 CHF | 99.98% | 99.98% |