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 | 0.61% | 1.66 CHF | 1.67 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 101'753 CHF | 102'379 CHF | 100.00% | 100.00% |
13.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 103'008 CHF | 103'658 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 102'056 CHF | 102'706 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 102'127 CHF | 102'777 CHF | 99.08% | 99.08% |
07.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 65'000 | 65'000 | 64'954 | 64'954 | 102'131 CHF | 102'781 CHF | 99.91% | 99.91% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 100'936 CHF | 101'586 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 100'360 CHF | 101'010 CHF | 100.00% | 100.00% |
02.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 98'681 CHF | 99'331 CHF | 99.99% | 99.99% |
30.04.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 70'000 | 70'000 | 69'965 | 69'965 | 93'484 CHF | 94'184 CHF | 100.00% | 100.00% |
29.04.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 70'000 | 70'000 | 69'995 | 69'995 | 95'010 CHF | 95'710 CHF | 100.00% | 100.00% |