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 | 1.76% | 0.55 CHF | 0.56 CHF | 115'200 | 115'200 | 114'204 | 114'204 | 64'562 CHF | 65'704 CHF | 99.31% | 99.31% |
13.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 115'500 | 115'500 | 115'024 | 115'024 | 66'440 CHF | 67'591 CHF | 100.00% | 100.00% |
10.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 110'500 | 110'500 | 110'045 | 110'045 | 66'301 CHF | 67'401 CHF | 100.00% | 100.00% |
08.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 105'400 | 105'400 | 104'949 | 104'949 | 66'608 CHF | 67'657 CHF | 99.25% | 99.25% |
07.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 118'300 | 118'300 | 117'798 | 117'798 | 74'365 CHF | 75'543 CHF | 97.61% | 97.61% |
06.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 118'100 | 118'100 | 117'608 | 117'608 | 67'951 CHF | 69'127 CHF | 98.90% | 98.90% |
03.05.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 113'500 | 113'500 | 113'032 | 113'032 | 66'167 CHF | 67'297 CHF | 99.97% | 99.97% |
02.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 124'600 | 124'600 | 124'086 | 124'086 | 74'539 CHF | 75'780 CHF | 99.99% | 99.99% |
30.04.2024 | 1.94% | 0.57 CHF | 0.58 CHF | 154'000 | 154'000 | 146'730 | 146'730 | 75'073 CHF | 76'541 CHF | 99.99% | 99.99% |
29.04.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 139'700 | 139'700 | 139'101 | 139'101 | 63'075 CHF | 64'466 CHF | 100.00% | 100.00% |