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 | 1.83% | 1.14 CHF | 1.16 CHF | 71'000 | 71'000 | 71'304 | 71'304 | 77'582 CHF | 79'011 CHF | 100.00% | 100.00% |
14.05.2024 | 2.03% | 1.03 CHF | 1.05 CHF | 72'000 | 72'000 | 72'766 | 72'766 | 70'859 CHF | 72'315 CHF | 99.98% | 99.98% |
13.05.2024 | 1.99% | 0.97 CHF | 0.99 CHF | 73'000 | 73'000 | 72'594 | 72'594 | 72'280 CHF | 73'732 CHF | 99.85% | 99.85% |
10.05.2024 | 1.98% | 0.99 CHF | 1.01 CHF | 73'000 | 73'000 | 72'603 | 72'603 | 72'512 CHF | 73'964 CHF | 99.99% | 99.99% |
08.05.2024 | 2.01% | 0.98 CHF | 1.00 CHF | 73'000 | 73'000 | 72'727 | 72'727 | 71'766 CHF | 73'220 CHF | 98.93% | 98.93% |
07.05.2024 | 2.17% | 0.92 CHF | 0.94 CHF | 74'000 | 74'000 | 73'648 | 73'648 | 67'324 CHF | 68'798 CHF | 99.88% | 99.88% |
06.05.2024 | 3.05% | 0.63 CHF | 0.65 CHF | 78'000 | 78'000 | 77'550 | 77'550 | 50'105 CHF | 51'656 CHF | 22.70% | 100.00% |
03.05.2024 | 2.92% | 0.55 CHF | 0.57 CHF | 79'000 | 79'000 | 79'734 | 79'734 | 40'353 CHF | 41'567 CHF | 99.96% | 99.96% |
02.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 82'000 | 82'000 | 81'292 | 81'292 | 33'218 CHF | 34'031 CHF | 98.54% | 98.54% |
30.04.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 81'000 | 81'000 | 80'633 | 80'633 | 37'167 CHF | 37'974 CHF | 100.00% | 100.00% |