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 | 0.98% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 105'673 | 105'673 | 108'787 CHF | 109'852 CHF | 87.34% | 87.34% |
13.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 109'787 | 109'787 | 78'752 CHF | 79'852 CHF | 92.36% | 92.36% |
10.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 111'931 | 111'931 | 75'934 CHF | 77'054 CHF | 93.41% | 93.41% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 120'000 | 120'000 | 117'020 | 117'020 | 78'096 CHF | 79'267 CHF | 94.62% | 94.62% |
07.05.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 119'774 | 119'774 | 75'587 CHF | 76'787 CHF | 96.05% | 96.05% |
06.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 119'990 | 119'990 | 75'498 CHF | 76'698 CHF | 96.29% | 96.29% |
03.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 71'144 CHF | 72'344 CHF | 96.00% | 96.00% |
02.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 69'995 CHF | 71'195 CHF | 90.39% | 90.39% |
30.04.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'965 | 119'965 | 69'523 CHF | 70'723 CHF | 96.03% | 96.03% |
29.04.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'983 | 119'983 | 74'839 CHF | 76'039 CHF | 95.10% | 95.10% |