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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 74'000 | 74'000 | 73'549 | 73'549 | 56'968 CHF | 57'703 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 74'000 | 74'000 | 73'548 | 73'548 | 57'083 CHF | 57'819 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 76'000 | 76'000 | 75'588 | 75'588 | 52'185 CHF | 52'941 CHF | 99.06% | 99.06% |
07.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 76'000 | 76'000 | 75'448 | 75'448 | 54'909 CHF | 55'664 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.68 CHF | 0.70 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 78'000 | 78'000 | 77'519 | 77'519 | 50'395 CHF | 51'170 CHF | 100.00% | 100.00% |
02.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 76'000 | 76'000 | 75'700 | 75'700 | 52'519 CHF | 53'276 CHF | 100.00% | 100.00% |
30.04.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 74'000 | 74'000 | 73'505 | 73'505 | 54'664 CHF | 55'399 CHF | 100.00% | 100.00% |
29.04.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 74'000 | 74'000 | 73'536 | 73'536 | 54'872 CHF | 55'607 CHF | 100.00% | 100.00% |
26.04.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 74'000 | 74'000 | 73'547 | 73'547 | 55'505 CHF | 56'240 CHF | 99.61% | 99.61% |