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 | 0.78% | 1.29 CHF | 1.30 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 35'954 CHF | 36'238 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 33'968 CHF | 34'259 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 30'000 | 30'000 | 30'249 | 30'249 | 31'463 CHF | 31'766 CHF | 99.25% | 99.25% |
07.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 31'000 | 31'000 | 31'129 | 31'129 | 29'245 CHF | 29'556 CHF | 97.36% | 97.36% |
06.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 29'982 CHF | 30'292 CHF | 98.38% | 98.38% |
03.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 29'961 CHF | 30'271 CHF | 100.00% | 100.00% |
02.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 29'359 CHF | 29'670 CHF | 99.99% | 99.99% |
30.04.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 31'000 | 31'000 | 30'978 | 30'978 | 30'729 CHF | 31'039 CHF | 100.00% | 100.00% |
29.04.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 30'132 CHF | 30'442 CHF | 99.99% | 99.99% |
26.04.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 31'000 | 31'000 | 31'162 | 31'162 | 29'156 CHF | 29'468 CHF | 98.65% | 98.65% |