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 | 1.43% | 0.72 CHF | 0.73 CHF | 114'000 | 114'000 | 112'918 | 112'918 | 78'742 CHF | 79'873 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 76'640 CHF | 77'764 CHF | 99.98% | 99.98% |
13.05.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 89'303 CHF | 90'480 CHF | 100.00% | 100.00% |
10.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 86'441 CHF | 87'606 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 88'562 CHF | 89'742 CHF | 98.98% | 98.98% |
07.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 117'948 | 117'948 | 89'374 CHF | 90'555 CHF | 99.66% | 99.66% |
06.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 91'711 CHF | 92'902 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 92'369 CHF | 93'567 CHF | 100.00% | 100.00% |
02.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 90'113 CHF | 91'297 CHF | 100.00% | 100.00% |
30.04.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 119'949 | 119'949 | 94'203 CHF | 95'403 CHF | 100.00% | 100.00% |