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 | 0.83% | 4.89 CHF | 4.93 CHF | 16'600 | 16'600 | 16'600 | 16'600 | 79'716 CHF | 80'380 CHF | 98.51% | 98.51% |
13.05.2024 | 0.87% | 4.49 CHF | 4.53 CHF | 15'900 | 15'900 | 15'900 | 15'900 | 72'659 CHF | 73'295 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 4.66 CHF | 4.69 CHF | 17'900 | 17'900 | 17'900 | 17'900 | 84'321 CHF | 84'858 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 4.11 CHF | 4.14 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 74'136 CHF | 74'691 CHF | 99.25% | 99.25% |
07.05.2024 | 0.78% | 4.06 CHF | 4.09 CHF | 19'400 | 19'400 | 19'398 | 19'398 | 74'700 CHF | 75'282 CHF | 95.46% | 95.46% |
06.05.2024 | 0.77% | 3.82 CHF | 3.85 CHF | 19'500 | 19'500 | 19'500 | 19'500 | 75'985 CHF | 76'570 CHF | 98.43% | 98.43% |
03.05.2024 | 0.81% | 3.71 CHF | 3.74 CHF | 23'300 | 23'300 | 23'303 | 23'303 | 85'695 CHF | 86'394 CHF | 99.91% | 99.91% |
02.05.2024 | 0.94% | 3.08 CHF | 3.11 CHF | 24'200 | 24'200 | 24'197 | 24'197 | 76'818 CHF | 77'544 CHF | 99.98% | 99.98% |
30.04.2024 | 0.91% | 3.06 CHF | 3.09 CHF | 21'800 | 21'800 | 21'792 | 21'792 | 71'410 CHF | 72'064 CHF | 99.98% | 99.98% |
29.04.2024 | 0.85% | 3.37 CHF | 3.40 CHF | 21'600 | 21'600 | 21'224 | 21'224 | 74'632 CHF | 75'269 CHF | 99.98% | 99.98% |