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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 114'000 | 114'000 | 112'903 | 112'903 | 44'964 CHF | 46'096 CHF | 100.00% | 100.00% |
14.05.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 43'024 CHF | 44'148 CHF | 99.99% | 99.99% |
13.05.2024 | 2.15% | 0.43 CHF | 0.44 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 54'155 CHF | 55'332 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 51'699 CHF | 52'864 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 53'207 CHF | 54'387 CHF | 98.98% | 98.98% |
07.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 118'000 | 118'000 | 117'954 | 117'954 | 54'228 CHF | 55'408 CHF | 99.66% | 99.66% |
06.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 56'339 CHF | 57'530 CHF | 100.00% | 100.00% |
03.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 56'747 CHF | 57'945 CHF | 100.00% | 100.00% |
02.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 118'314 | 118'314 | 54'806 CHF | 55'989 CHF | 100.00% | 100.00% |
30.04.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'940 | 119'940 | 58'414 CHF | 59'614 CHF | 100.00% | 100.00% |