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% | 0.62 CHF | 0.63 CHF | 79'900 | 79'900 | 79'187 | 79'187 | 48'428 CHF | 49'221 CHF | 99.45% | 99.45% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 80'100 | 80'100 | 78'883 | 78'883 | 48'665 CHF | 49'455 CHF | 99.50% | 99.50% |
10.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 81'100 | 81'100 | 80'443 | 80'443 | 47'228 CHF | 48'033 CHF | 99.18% | 99.18% |
08.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 83'600 | 83'600 | 83'252 | 83'252 | 44'320 CHF | 45'153 CHF | 98.99% | 98.99% |
07.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 80'500 | 80'500 | 79'974 | 79'974 | 47'113 CHF | 47'914 CHF | 99.66% | 99.66% |
06.05.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 82'000 | 82'000 | 80'196 | 80'196 | 46'653 CHF | 47'456 CHF | 98.48% | 98.48% |
03.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 80'600 | 80'600 | 80'653 | 80'653 | 47'351 CHF | 48'157 CHF | 98.76% | 98.76% |
02.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 84'200 | 84'200 | 84'314 | 84'314 | 42'833 CHF | 43'676 CHF | 98.73% | 98.73% |
30.04.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 86'000 | 86'000 | 84'716 | 84'716 | 42'847 CHF | 43'694 CHF | 98.98% | 98.98% |
29.04.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 84'500 | 84'500 | 83'844 | 83'844 | 42'483 CHF | 43'323 CHF | 99.65% | 99.65% |