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 | 2.08% | 0.48 CHF | 0.49 CHF | 79'900 | 79'900 | 79'678 | 79'678 | 38'048 CHF | 38'845 CHF | 98.77% | 98.77% |
13.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 80'100 | 80'100 | 78'902 | 78'902 | 37'983 CHF | 38'773 CHF | 99.50% | 99.50% |
10.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 81'100 | 81'100 | 80'027 | 80'027 | 36'028 CHF | 36'829 CHF | 99.51% | 99.51% |
08.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 83'500 | 83'500 | 82'963 | 82'963 | 32'886 CHF | 33'716 CHF | 98.99% | 99.66% |
07.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 80'500 | 80'500 | 79'938 | 79'938 | 36'327 CHF | 37'127 CHF | 99.85% | 99.85% |
06.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 82'000 | 82'000 | 80'094 | 80'094 | 35'578 CHF | 36'379 CHF | 98.49% | 98.49% |
03.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 80'600 | 80'600 | 80'089 | 80'089 | 36'013 CHF | 36'815 CHF | 99.28% | 99.28% |
02.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 84'200 | 84'200 | 84'153 | 84'153 | 31'198 CHF | 32'040 CHF | 99.42% | 99.42% |
30.04.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 86'000 | 86'000 | 84'153 | 84'153 | 31'122 CHF | 31'965 CHF | 100.00% | 100.00% |
29.04.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 84'500 | 84'500 | 83'811 | 83'811 | 30'968 CHF | 31'807 CHF | 99.68% | 99.68% |