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 | 3.48% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 39'335 | 39'335 | 20'076 CHF | 20'674 CHF | 100.00% | 100.00% |
14.05.2024 | 3.22% | 0.48 CHF | 0.49 CHF | 88'000 | 88'000 | 39'180 | 39'180 | 21'001 CHF | 21'594 CHF | 100.00% | 100.00% |
13.05.2024 | 3.35% | 0.54 CHF | 0.55 CHF | 87'000 | 87'000 | 39'102 | 39'102 | 20'904 CHF | 21'497 CHF | 100.00% | 100.00% |
10.05.2024 | 3.52% | 0.52 CHF | 0.53 CHF | 87'000 | 87'000 | 39'360 | 39'360 | 20'095 CHF | 20'693 CHF | 100.00% | 100.00% |
08.05.2024 | 3.76% | 0.48 CHF | 0.49 CHF | 88'000 | 88'000 | 39'218 | 39'218 | 18'562 CHF | 19'159 CHF | 98.40% | 98.40% |
07.05.2024 | 3.93% | 0.45 CHF | 0.46 CHF | 88'000 | 88'000 | 39'695 | 39'695 | 18'085 CHF | 18'686 CHF | 98.97% | 98.97% |
06.05.2024 | 4.07% | 0.41 CHF | 0.42 CHF | 89'000 | 89'000 | 40'464 | 40'464 | 17'334 CHF | 17'948 CHF | 99.13% | 99.13% |
03.05.2024 | 4.24% | 0.42 CHF | 0.43 CHF | 89'000 | 89'000 | 40'414 | 40'414 | 16'573 CHF | 17'187 CHF | 99.75% | 99.75% |
02.05.2024 | 4.09% | 0.43 CHF | 0.44 CHF | 88'000 | 88'000 | 39'565 | 39'565 | 17'083 CHF | 17'683 CHF | 100.00% | 100.00% |
30.04.2024 | 6.56% | 0.39 CHF | 0.40 CHF | 89'000 | 89'000 | 32'958 | 32'958 | 14'263 CHF | 14'766 CHF | 98.87% | 98.87% |