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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.38% | 54.30 CHF | 54.50 CHF | 1'000 | 1'000 | 1'069 | 1'069 | 56'654 CHF | 56'868 CHF | 99.99% | 99.99% |
15.05.2024 | 0.54% | 52.40 CHF | 52.70 CHF | 1'000 | 1'000 | 991 | 991 | 53'992 CHF | 54'283 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 52.70 CHF | 52.90 CHF | 1'100 | 1'100 | 1'148 | 1'148 | 56'583 CHF | 56'813 CHF | 99.97% | 99.97% |
13.05.2024 | 0.43% | 46.75 CHF | 46.95 CHF | 1'200 | 1'200 | 1'193 | 1'193 | 55'820 CHF | 56'059 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 46.80 CHF | 47.00 CHF | 1'200 | 1'200 | 1'193 | 1'193 | 55'963 CHF | 56'201 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 41.45 CHF | 41.65 CHF | 1'200 | 1'200 | 1'196 | 1'196 | 49'578 CHF | 49'817 CHF | 99.06% | 99.06% |
07.05.2024 | 0.46% | 44.10 CHF | 44.30 CHF | 1'300 | 1'300 | 1'291 | 1'291 | 56'689 CHF | 56'947 CHF | 100.00% | 100.00% |
06.05.2024 | - | 40.65 CHF | 41.45 CHF | 200 | 200 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.51% | 39.85 CHF | 40.05 CHF | 1'300 | 1'300 | 1'292 | 1'292 | 50'600 CHF | 50'858 CHF | 99.92% | 99.92% |
02.05.2024 | 0.48% | 41.30 CHF | 41.50 CHF | 1'300 | 1'300 | 1'292 | 1'292 | 54'082 CHF | 54'340 CHF | 99.99% | 99.99% |