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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 53'100 | 53'100 | 53'766 | 53'766 | 46'344 CHF | 46'882 CHF | 100.00% | 100.00% |
10.05.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 57'000 | 57'000 | 55'761 | 55'761 | 43'580 CHF | 44'137 CHF | 99.99% | 99.99% |
08.05.2024 | 1.01% | 0.90 CHF | 0.91 CHF | 37'900 | 37'900 | 37'099 | 37'099 | 36'770 CHF | 37'141 CHF | 99.06% | 99.06% |
07.05.2024 | 0.91% | 1.19 CHF | 1.20 CHF | 41'100 | 41'100 | 41'545 | 41'545 | 45'393 CHF | 45'809 CHF | 97.65% | 97.65% |
06.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 46'100 | 46'100 | 46'250 | 46'250 | 44'874 CHF | 45'337 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 48'900 | 48'900 | 48'650 | 48'650 | 44'608 CHF | 45'094 CHF | 99.98% | 99.98% |
02.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 50'800 | 50'800 | 51'112 | 51'112 | 41'831 CHF | 42'342 CHF | 100.00% | 100.00% |
30.04.2024 | 1.15% | 0.80 CHF | 0.81 CHF | 50'100 | 50'100 | 49'878 | 49'878 | 43'362 CHF | 43'861 CHF | 100.00% | 100.00% |
29.04.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 53'400 | 53'400 | 53'145 | 53'145 | 46'703 CHF | 47'235 CHF | 100.00% | 100.00% |
26.04.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 54'700 | 54'700 | 54'462 | 54'462 | 44'571 CHF | 45'116 CHF | 99.61% | 99.61% |