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 | 0.97% | 2.11 CHF | 2.13 CHF | 72'000 | 72'000 | 72'768 | 72'768 | 149'731 CHF | 151'186 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 2.05 CHF | 2.07 CHF | 73'000 | 73'000 | 72'594 | 72'594 | 150'933 CHF | 152'385 CHF | 99.83% | 99.83% |
10.05.2024 | 0.96% | 2.07 CHF | 2.09 CHF | 73'000 | 73'000 | 72'603 | 72'603 | 151'151 CHF | 152'603 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 2.06 CHF | 2.08 CHF | 73'000 | 73'000 | 72'727 | 72'727 | 150'511 CHF | 151'965 CHF | 98.93% | 98.93% |
07.05.2024 | 1.00% | 2.01 CHF | 2.03 CHF | 74'000 | 74'000 | 73'675 | 73'675 | 147'107 CHF | 148'581 CHF | 99.75% | 99.75% |
06.05.2024 | 1.17% | 1.71 CHF | 1.73 CHF | 78'000 | 78'000 | 77'930 | 77'930 | 132'262 CHF | 133'821 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.64 CHF | 1.66 CHF | 79'000 | 79'000 | 79'734 | 79'734 | 126'617 CHF | 127'831 CHF | 99.97% | 99.97% |
02.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 82'000 | 82'000 | 81'292 | 81'292 | 121'186 CHF | 121'998 CHF | 98.53% | 98.53% |
30.04.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 81'000 | 81'000 | 80'643 | 80'643 | 124'441 CHF | 125'247 CHF | 99.99% | 99.99% |
29.04.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 80'000 | 80'000 | 80'253 | 80'253 | 124'815 CHF | 125'617 CHF | 100.00% | 100.00% |