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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 28'000 | 28'000 | 27'936 | 27'936 | 43'666 CHF | 43'946 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 42'142 CHF | 42'422 CHF | 99.98% | 99.98% |
13.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 41'958 CHF | 42'241 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 40'135 CHF | 40'426 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 37'848 CHF | 38'150 CHF | 99.25% | 99.25% |
07.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 35'878 CHF | 36'190 CHF | 97.17% | 97.17% |
06.05.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 36'513 CHF | 36'823 CHF | 98.43% | 98.43% |
03.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 36'507 CHF | 36'817 CHF | 99.99% | 99.99% |
02.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 35'912 CHF | 36'222 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 31'000 | 31'000 | 30'978 | 30'978 | 37'262 CHF | 37'572 CHF | 100.00% | 100.00% |