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 | 1.52% | 0.66 CHF | 0.67 CHF | 86'000 | 86'000 | 85'748 | 85'748 | 56'407 CHF | 57'266 CHF | 100.00% | 100.00% |
14.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 86'000 | 86'000 | 85'983 | 85'983 | 54'899 CHF | 55'759 CHF | 100.00% | 100.00% |
13.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 55'721 CHF | 56'581 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 54'247 CHF | 55'107 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 88'000 | 88'000 | 87'985 | 87'985 | 48'301 CHF | 49'181 CHF | 99.08% | 99.08% |
07.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 88'000 | 88'000 | 88'451 | 88'451 | 47'099 CHF | 47'984 CHF | 99.88% | 99.88% |
06.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 90'000 | 90'000 | 90'196 | 90'196 | 42'763 CHF | 43'665 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 90'000 | 90'000 | 90'246 | 90'246 | 42'245 CHF | 43'147 CHF | 99.97% | 99.97% |
02.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 91'196 | 91'196 | 40'843 CHF | 41'755 CHF | 99.99% | 99.99% |
30.04.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 89'944 | 89'944 | 42'328 CHF | 43'228 CHF | 99.99% | 99.99% |