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 | 2.13% | 0.50 CHF | 0.51 CHF | 176'000 | 176'000 | 78'296 | 78'296 | 37'444 CHF | 38'229 CHF | 100.00% | 100.00% |
13.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 37'242 CHF | 38'026 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 174'000 | 174'000 | 78'483 | 78'483 | 38'619 CHF | 39'405 CHF | 100.00% | 100.00% |
08.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 176'000 | 176'000 | 78'201 | 78'201 | 40'009 CHF | 40'792 CHF | 98.39% | 98.39% |
07.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 176'000 | 176'000 | 79'044 | 79'044 | 41'039 CHF | 41'832 CHF | 98.97% | 98.97% |
06.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 178'000 | 178'000 | 80'414 | 80'414 | 42'809 CHF | 43'615 CHF | 99.11% | 99.11% |
03.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 178'000 | 178'000 | 80'295 | 80'295 | 43'521 CHF | 44'325 CHF | 99.75% | 99.75% |
02.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 176'000 | 176'000 | 78'890 | 78'890 | 42'522 CHF | 43'313 CHF | 100.00% | 100.00% |
30.04.2024 | 3.60% | 0.56 CHF | 0.57 CHF | 178'000 | 178'000 | 65'625 | 65'625 | 35'373 CHF | 36'105 CHF | 98.91% | 98.91% |
29.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 178'000 | 178'000 | 80'151 | 80'151 | 44'326 CHF | 45'129 CHF | 99.81% | 99.81% |