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 | 1.20% | 0.80 CHF | 0.81 CHF | 72'000 | 72'000 | 69'937 | 69'937 | 57'946 CHF | 58'647 CHF | 100.00% | 100.00% |
14.05.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 72'000 | 72'000 | 72'648 | 72'648 | 54'680 CHF | 55'407 CHF | 99.99% | 99.99% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 74'000 | 74'000 | 73'549 | 73'549 | 52'730 CHF | 53'465 CHF | 100.00% | 100.00% |
10.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 74'000 | 74'000 | 73'548 | 73'548 | 52'853 CHF | 53'588 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 76'000 | 76'000 | 75'588 | 75'588 | 47'772 CHF | 48'528 CHF | 99.06% | 99.06% |
07.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 76'000 | 76'000 | 75'447 | 75'447 | 50'517 CHF | 51'272 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.62 CHF | 0.64 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 78'000 | 78'000 | 77'519 | 77'519 | 45'949 CHF | 46'724 CHF | 99.99% | 99.99% |
02.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 76'000 | 76'000 | 75'701 | 75'701 | 48'132 CHF | 48'889 CHF | 100.00% | 100.00% |
30.04.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 74'000 | 74'000 | 73'505 | 73'505 | 50'347 CHF | 51'083 CHF | 100.00% | 100.00% |