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 | 1.42% | 2.15 CHF | 2.18 CHF | 67'300 | 67'300 | 66'807 | 66'807 | 139'874 CHF | 141'878 CHF | 99.71% | 99.71% |
13.05.2024 | 1.53% | 1.98 CHF | 2.01 CHF | 70'200 | 70'200 | 69'875 | 69'875 | 136'323 CHF | 138'420 CHF | 99.45% | 99.45% |
10.05.2024 | 1.62% | 1.87 CHF | 1.90 CHF | 68'900 | 68'900 | 68'317 | 68'317 | 125'529 CHF | 127'578 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 1.93 CHF | 1.96 CHF | 65'500 | 65'500 | 64'826 | 64'826 | 121'910 CHF | 123'855 CHF | 98.93% | 98.93% |
07.05.2024 | 1.50% | 1.95 CHF | 1.98 CHF | 64'400 | 64'400 | 64'409 | 64'409 | 127'757 CHF | 129'689 CHF | 99.41% | 99.41% |
06.05.2024 | 1.51% | 2.02 CHF | 2.05 CHF | 65'800 | 65'800 | 65'141 | 65'141 | 128'751 CHF | 130'706 CHF | 100.00% | 100.00% |
03.05.2024 | 1.51% | 1.96 CHF | 1.99 CHF | 61'600 | 61'600 | 61'577 | 61'577 | 121'714 CHF | 123'561 CHF | 99.94% | 99.94% |
02.05.2024 | 1.47% | 2.09 CHF | 2.12 CHF | 60'100 | 60'100 | 59'810 | 59'810 | 120'827 CHF | 122'621 CHF | 98.52% | 98.52% |
30.04.2024 | 1.43% | 2.12 CHF | 2.15 CHF | 67'900 | 67'900 | 67'351 | 67'351 | 140'803 CHF | 142'825 CHF | 99.99% | 99.99% |
29.04.2024 | 1.54% | 1.96 CHF | 1.99 CHF | 70'000 | 70'000 | 69'462 | 69'462 | 134'204 CHF | 136'287 CHF | 100.00% | 100.00% |