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 | 1.17% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'933 | 35'933 | 31'206 CHF | 31'566 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 30'411 CHF | 30'771 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'544 | 35'544 | 32'438 CHF | 32'794 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 65'000 | 65'000 | 35'666 | 35'666 | 29'260 CHF | 29'617 CHF | 97.89% | 97.89% |
07.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 36'050 | 36'050 | 28'768 CHF | 29'130 CHF | 98.41% | 98.41% |
06.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 35'952 | 35'952 | 29'249 CHF | 29'609 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 35'639 | 35'639 | 27'775 CHF | 28'132 CHF | 99.94% | 99.94% |
02.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 65'000 | 65'000 | 24'158 | 24'158 | 18'444 CHF | 18'686 CHF | 100.00% | 100.00% |
30.04.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 65'000 | 65'000 | 35'981 | 35'981 | 31'552 CHF | 31'913 CHF | 99.70% | 99.70% |
29.04.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 65'000 | 65'000 | 36'112 | 36'112 | 32'753 CHF | 33'115 CHF | 98.03% | 98.03% |