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 | 2.36% | 0.63 CHF | 0.64 CHF | 72'000 | 72'000 | 32'175 | 32'175 | 20'928 CHF | 21'347 CHF | 99.90% | 99.90% |
14.05.2024 | 2.29% | 0.67 CHF | 0.68 CHF | 72'000 | 72'000 | 32'223 | 32'223 | 21'718 CHF | 22'137 CHF | 99.88% | 99.88% |
13.05.2024 | 2.37% | 0.67 CHF | 0.68 CHF | 72'000 | 72'000 | 32'291 | 32'291 | 21'390 CHF | 21'809 CHF | 99.82% | 99.82% |
10.05.2024 | 2.25% | 0.69 CHF | 0.70 CHF | 72'000 | 72'000 | 32'250 | 32'250 | 22'118 CHF | 22'537 CHF | 100.00% | 100.00% |
08.05.2024 | 2.58% | 0.58 CHF | 0.59 CHF | 72'000 | 72'000 | 32'125 | 32'125 | 18'856 CHF | 19'276 CHF | 98.19% | 98.19% |
07.05.2024 | 3.32% | 0.62 CHF | 0.63 CHF | 72'000 | 72'000 | 23'863 | 23'863 | 15'562 CHF | 15'931 CHF | 99.89% | 99.89% |
06.05.2024 | 3.00% | 0.64 CHF | 0.65 CHF | 72'000 | 72'000 | 28'250 | 28'250 | 18'941 CHF | 19'355 CHF | 97.83% | 97.83% |
03.05.2024 | 2.22% | 0.70 CHF | 0.71 CHF | 72'000 | 72'000 | 32'257 | 32'257 | 22'016 CHF | 22'435 CHF | 100.00% | 100.00% |
02.05.2024 | 2.54% | 0.64 CHF | 0.65 CHF | 72'000 | 72'000 | 32'053 | 32'053 | 19'591 CHF | 20'008 CHF | 98.53% | 98.53% |
30.04.2024 | 3.05% | 0.54 CHF | 0.55 CHF | 74'000 | 74'000 | 33'450 | 33'450 | 17'157 CHF | 17'593 CHF | 99.99% | 99.99% |