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 | 0.87% | 2.28 CHF | 2.30 CHF | 37'000 | 37'000 | 36'904 | 36'904 | 84'438 CHF | 85'178 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 2.26 CHF | 2.28 CHF | 35'500 | 35'500 | 35'794 | 35'794 | 77'282 CHF | 77'998 CHF | 99.69% | 99.69% |
13.05.2024 | 0.84% | 2.33 CHF | 2.35 CHF | 34'200 | 34'200 | 34'065 | 34'065 | 80'864 CHF | 81'546 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 2.43 CHF | 2.45 CHF | 34'900 | 34'900 | 34'937 | 34'937 | 84'528 CHF | 85'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 2.37 CHF | 2.39 CHF | 37'300 | 37'300 | 37'305 | 37'305 | 86'468 CHF | 87'214 CHF | 99.09% | 99.09% |
07.05.2024 | 0.93% | 2.22 CHF | 2.24 CHF | 40'800 | 40'800 | 40'865 | 40'865 | 87'901 CHF | 88'719 CHF | 99.93% | 99.93% |
06.05.2024 | 1.01% | 2.01 CHF | 2.03 CHF | 45'900 | 45'900 | 45'923 | 45'923 | 90'386 CHF | 91'305 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 1.78 CHF | 1.80 CHF | 45'300 | 45'300 | 45'052 | 45'052 | 82'658 CHF | 83'559 CHF | 99.99% | 99.99% |
02.05.2024 | 1.06% | 1.83 CHF | 1.85 CHF | 42'400 | 42'400 | 42'344 | 42'344 | 79'828 CHF | 80'675 CHF | 100.00% | 100.00% |
30.04.2024 | 1.02% | 1.95 CHF | 1.97 CHF | 42'000 | 42'000 | 41'993 | 41'993 | 82'125 CHF | 82'965 CHF | 100.00% | 100.00% |