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 | 1.25% | 0.83 CHF | 0.84 CHF | 31'000 | 31'000 | 31'190 | 31'190 | 24'975 CHF | 25'287 CHF | 100.00% | 100.00% |
14.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 31'000 | 31'000 | 30'994 | 30'994 | 25'310 CHF | 25'620 CHF | 99.98% | 99.98% |
13.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 25'757 CHF | 26'067 CHF | 99.86% | 99.86% |
10.05.2024 | 1.92% | 0.88 CHF | 0.89 CHF | 31'000 | 31'000 | 28'306 | 28'306 | 23'635 CHF | 23'937 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 32'000 | 32'000 | 31'968 | 31'968 | 24'457 CHF | 24'777 CHF | 98.93% | 98.93% |
07.05.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 33'000 | 33'000 | 32'361 | 32'361 | 22'425 CHF | 22'749 CHF | 99.88% | 99.88% |
06.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 32'000 | 32'000 | 32'218 | 32'218 | 22'639 CHF | 22'961 CHF | 100.00% | 100.00% |
03.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 32'000 | 32'000 | 32'241 | 32'241 | 22'752 CHF | 23'075 CHF | 100.00% | 100.00% |
02.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 22'769 CHF | 23'089 CHF | 98.55% | 98.55% |
30.04.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 22'361 CHF | 22'681 CHF | 100.00% | 100.00% |