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 | 0.87% | 2.44 CHF | 2.46 CHF | 23'600 | 23'600 | 23'874 | 23'874 | 54'856 CHF | 55'334 CHF | 99.69% | 99.69% |
13.05.2024 | 0.84% | 2.37 CHF | 2.39 CHF | 23'900 | 23'900 | 23'896 | 23'896 | 56'574 CHF | 57'052 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 2.36 CHF | 2.38 CHF | 25'600 | 25'600 | 25'560 | 25'560 | 60'647 CHF | 61'158 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 2.18 CHF | 2.20 CHF | 26'000 | 26'000 | 25'944 | 25'944 | 57'196 CHF | 57'715 CHF | 99.08% | 99.08% |
07.05.2024 | 0.91% | 2.20 CHF | 2.22 CHF | 27'400 | 27'400 | 27'377 | 27'377 | 59'777 CHF | 60'325 CHF | 99.69% | 99.69% |
06.05.2024 | 0.98% | 2.03 CHF | 2.05 CHF | 29'800 | 29'800 | 29'773 | 29'773 | 60'479 CHF | 61'074 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 32'400 | 32'400 | 32'390 | 32'390 | 60'601 CHF | 60'924 CHF | 99.91% | 99.91% |
02.05.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 30'900 | 30'900 | 30'718 | 30'718 | 55'511 CHF | 55'818 CHF | 100.00% | 100.00% |
30.04.2024 | 0.96% | 1.85 CHF | 1.86 CHF | 30'100 | 30'100 | 29'998 | 29'998 | 56'397 CHF | 56'942 CHF | 100.00% | 100.00% |
29.04.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 31'200 | 31'200 | 31'178 | 31'178 | 59'685 CHF | 59'997 CHF | 100.00% | 100.00% |