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 | 3.18% | 0.27 CHF | 0.28 CHF | 71'000 | 71'000 | 71'654 | 71'654 | 22'317 CHF | 23'034 CHF | 99.99% | 99.99% |
13.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 25'122 CHF | 25'848 CHF | 100.00% | 100.00% |
10.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 25'047 CHF | 25'772 CHF | 100.00% | 100.00% |
08.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 74'595 | 74'595 | 31'988 CHF | 32'734 CHF | 99.06% | 99.06% |
07.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 74'452 | 74'452 | 29'516 CHF | 30'261 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.44 CHF | 0.46 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 36'229 CHF | 36'994 CHF | 100.00% | 100.00% |
02.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 75'000 | 75'000 | 74'707 | 74'707 | 32'391 CHF | 33'138 CHF | 100.00% | 100.00% |
30.04.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 73'000 | 73'000 | 72'517 | 72'517 | 29'044 CHF | 29'770 CHF | 100.00% | 100.00% |
29.04.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 73'000 | 73'000 | 72'543 | 72'543 | 28'703 CHF | 29'428 CHF | 100.00% | 100.00% |