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 | 1.51% | 0.66 CHF | 0.67 CHF | 132'000 | 132'000 | 131'693 | 131'693 | 87'028 CHF | 88'348 CHF | 100.00% | 100.00% |
14.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 132'000 | 132'000 | 132'975 | 132'975 | 83'544 CHF | 84'874 CHF | 100.00% | 100.00% |
13.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 132'000 | 132'000 | 131'550 | 131'550 | 89'536 CHF | 90'851 CHF | 100.00% | 100.00% |
10.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 131'000 | 131'000 | 131'125 | 131'125 | 90'714 CHF | 92'025 CHF | 100.00% | 100.00% |
08.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 132'000 | 132'000 | 132'071 | 132'071 | 88'233 CHF | 89'554 CHF | 99.09% | 99.09% |
07.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 133'000 | 133'000 | 133'198 | 133'198 | 83'268 CHF | 84'601 CHF | 100.00% | 100.00% |
06.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 135'000 | 135'000 | 135'083 | 135'083 | 77'468 CHF | 78'819 CHF | 100.00% | 100.00% |
03.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 137'000 | 137'000 | 136'177 | 136'177 | 72'558 CHF | 73'920 CHF | 99.99% | 99.99% |
02.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 136'000 | 136'000 | 135'814 | 135'814 | 74'485 CHF | 75'843 CHF | 100.00% | 100.00% |
30.04.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 135'000 | 135'000 | 134'956 | 134'956 | 76'738 CHF | 78'089 CHF | 99.99% | 99.99% |