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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 15'500 | 15'500 | 15'503 | 15'503 | 50'307 CHF | 50'462 CHF | 100.00% | 100.00% |
23.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 15'500 | 15'500 | 15'459 | 15'459 | 52'541 CHF | 52'696 CHF | 99.63% | 99.63% |
22.05.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 16'400 | 16'400 | 16'545 | 16'545 | 52'582 CHF | 52'747 CHF | 100.00% | 100.00% |
21.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 16'400 | 16'400 | 16'317 | 16'317 | 51'167 CHF | 51'331 CHF | 99.52% | 99.52% |
17.05.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 15'600 | 15'600 | 15'525 | 15'525 | 51'123 CHF | 51'278 CHF | 99.36% | 99.36% |
16.05.2024 | 0.36% | 3.23 CHF | 3.24 CHF | 16'600 | 16'600 | 16'099 | 16'099 | 50'817 CHF | 50'984 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 19'000 | 19'000 | 19'001 | 19'001 | 57'631 CHF | 57'822 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 21'500 | 21'500 | 21'430 | 21'430 | 54'018 CHF | 54'232 CHF | 99.69% | 99.69% |
13.05.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 21'300 | 21'300 | 21'115 | 21'115 | 51'912 CHF | 52'123 CHF | 99.48% | 99.48% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 21'300 | 21'300 | 21'053 | 21'053 | 52'034 CHF | 52'245 CHF | 100.00% | 100.00% |