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 | 0.58% | 1.73 CHF | 1.74 CHF | 77'100 | 77'100 | 77'100 | 77'100 | 132'157 CHF | 132'928 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 69'900 | 69'900 | 69'900 | 69'900 | 118'097 CHF | 118'796 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 71'500 | 71'500 | 71'500 | 71'500 | 132'178 CHF | 132'893 CHF | 99.25% | 99.25% |
07.05.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 69'100 | 69'100 | 69'092 | 69'092 | 130'440 CHF | 131'131 CHF | 95.46% | 95.46% |
06.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 68'700 | 68'700 | 68'700 | 68'700 | 128'927 CHF | 129'614 CHF | 98.41% | 98.41% |
03.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 59'200 | 59'200 | 59'208 | 59'208 | 115'068 CHF | 115'660 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 60'200 | 60'200 | 60'194 | 60'194 | 127'431 CHF | 128'033 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 64'500 | 64'500 | 64'475 | 64'475 | 135'009 CHF | 135'654 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 64'800 | 64'800 | 63'596 | 63'596 | 128'669 CHF | 129'305 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 58'100 | 58'100 | 59'346 | 59'346 | 124'512 CHF | 125'105 CHF | 98.65% | 98.65% |