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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.28% | 1.58 CHF | 1.60 CHF | 11'400 | 11'400 | 11'440 | 11'440 | 17'805 CHF | 18'034 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 1.17 CHF | 1.19 CHF | 14'100 | 14'100 | 14'225 | 14'225 | 16'865 CHF | 17'149 CHF | 99.25% | 99.25% |
07.05.2024 | 2.11% | 0.96 CHF | 0.98 CHF | 13'900 | 13'900 | 13'981 | 13'981 | 13'117 CHF | 13'397 CHF | 95.30% | 95.30% |
06.05.2024 | 1.97% | 1.05 CHF | 1.07 CHF | 14'800 | 14'800 | 14'800 | 14'800 | 14'902 CHF | 15'198 CHF | 98.33% | 98.33% |
03.05.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 15'300 | 15'300 | 15'300 | 15'300 | 15'512 CHF | 15'665 CHF | 99.98% | 99.98% |
02.05.2024 | 2.06% | 0.93 CHF | 0.95 CHF | 13'800 | 13'800 | 13'813 | 13'813 | 13'270 CHF | 13'546 CHF | 99.99% | 99.99% |
30.04.2024 | 1.84% | 1.09 CHF | 1.11 CHF | 13'700 | 13'700 | 13'695 | 13'695 | 14'770 CHF | 15'044 CHF | 100.00% | 100.00% |
29.04.2024 | 1.87% | 1.05 CHF | 1.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'423 CHF | 15'715 CHF | 100.00% | 100.00% |
26.04.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 17'300 | 17'300 | 17'381 | 17'381 | 16'533 CHF | 16'707 CHF | 98.64% | 98.64% |
25.04.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 17'300 | 17'300 | 17'300 | 17'300 | 14'502 CHF | 14'675 CHF | 99.98% | 99.98% |