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 | 2.14% | 0.84 CHF | 0.85 CHF | 88'000 | 88'000 | 39'336 | 39'336 | 32'866 CHF | 33'463 CHF | 100.00% | 100.00% |
14.05.2024 | 2.03% | 0.81 CHF | 0.82 CHF | 88'000 | 88'000 | 39'184 | 39'184 | 33'804 CHF | 34'397 CHF | 100.00% | 100.00% |
13.05.2024 | 2.09% | 0.87 CHF | 0.88 CHF | 87'000 | 87'000 | 39'102 | 39'102 | 33'617 CHF | 34'210 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.85 CHF | 0.86 CHF | 87'000 | 87'000 | 39'360 | 39'360 | 32'846 CHF | 33'444 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.81 CHF | 0.82 CHF | 88'000 | 88'000 | 39'218 | 39'218 | 31'337 CHF | 31'934 CHF | 98.40% | 98.40% |
07.05.2024 | 2.30% | 0.78 CHF | 0.79 CHF | 88'000 | 88'000 | 39'695 | 39'695 | 31'005 CHF | 31'605 CHF | 98.97% | 98.97% |
06.05.2024 | 2.35% | 0.74 CHF | 0.75 CHF | 89'000 | 89'000 | 40'464 | 40'464 | 30'478 CHF | 31'092 CHF | 99.14% | 99.14% |
03.05.2024 | 2.40% | 0.74 CHF | 0.75 CHF | 89'000 | 89'000 | 40'398 | 40'398 | 29'681 CHF | 30'295 CHF | 99.72% | 99.72% |
02.05.2024 | 2.35% | 0.76 CHF | 0.77 CHF | 88'000 | 88'000 | 39'566 | 39'566 | 30'062 CHF | 30'662 CHF | 100.00% | 100.00% |
30.04.2024 | 3.70% | 0.72 CHF | 0.73 CHF | 89'000 | 89'000 | 32'956 | 32'956 | 25'016 CHF | 25'520 CHF | 98.87% | 98.87% |