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 | 4.11% | 0.27 CHF | 0.28 CHF | 114'000 | 114'000 | 112'898 | 112'898 | 27'199 CHF | 28'331 CHF | 100.00% | 100.00% |
14.05.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 110'000 | 110'000 | 112'372 | 112'372 | 25'405 CHF | 26'529 CHF | 99.99% | 99.99% |
13.05.2024 | 3.25% | 0.28 CHF | 0.29 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 35'749 CHF | 36'926 CHF | 100.00% | 100.00% |
10.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 33'688 CHF | 34'853 CHF | 100.00% | 100.00% |
08.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 34'680 CHF | 35'860 CHF | 98.99% | 98.99% |
07.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 118'000 | 118'000 | 117'952 | 117'952 | 35'797 CHF | 36'977 CHF | 99.66% | 99.66% |
06.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 37'712 CHF | 38'902 CHF | 100.00% | 100.00% |
03.05.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 38'064 CHF | 39'262 CHF | 99.99% | 99.99% |
02.05.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 36'428 CHF | 37'611 CHF | 100.00% | 100.00% |
30.04.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 119'942 | 119'942 | 39'658 CHF | 40'858 CHF | 99.99% | 99.99% |