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 | 1.56% | 0.64 CHF | 0.65 CHF | 58'000 | 58'000 | 57'994 | 57'994 | 36'904 CHF | 37'484 CHF | 99.98% | 99.98% |
13.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 41'952 CHF | 42'522 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 42'248 CHF | 42'812 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 37'445 CHF | 38'025 CHF | 99.08% | 99.08% |
07.05.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 58'000 | 58'000 | 58'697 | 58'697 | 33'638 CHF | 34'225 CHF | 99.94% | 99.94% |
06.05.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'493 CHF | 32'093 CHF | 100.00% | 100.00% |
03.05.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'950 CHF | 29'550 CHF | 99.95% | 99.95% |
02.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'045 CHF | 28'645 CHF | 100.00% | 100.00% |
30.04.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 59'954 | 59'954 | 29'220 CHF | 29'820 CHF | 100.00% | 100.00% |
29.04.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'916 CHF | 30'516 CHF | 100.00% | 100.00% |