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 | 1.95% | 18.23 CHF | 18.32 CHF | 33'700 | 33'700 | 27'489 | 27'390 | 442'958 CHF | 444'187 CHF | 99.25% | 99.25% |
14.05.2024 | 2.15% | 16.17 CHF | 16.25 CHF | 35'900 | 35'900 | 29'267 | 29'267 | 483'958 CHF | 486'554 CHF | 99.91% | 99.91% |
13.05.2024 | 1.84% | 19.89 CHF | 20.17 CHF | 10'000 | 10'000 | 8'197 | 8'168 | 364'112 CHF | 365'070 CHF | 100.00% | 100.00% |
10.05.2024 | 1.69% | 60.40 CHF | 60.70 CHF | 10'700 | 10'700 | 8'822 | 8'790 | 498'062 CHF | 499'202 CHF | 98.64% | 98.64% |
08.05.2024 | 1.68% | 54.20 CHF | 54.50 CHF | 11'000 | 11'000 | 9'068 | 9'036 | 554'301 CHF | 555'612 CHF | 98.41% | 98.41% |
07.05.2024 | 1.89% | 53.40 CHF | 53.60 CHF | 14'900 | 14'900 | 12'217 | 12'171 | 510'043 CHF | 511'204 CHF | 100.00% | 100.00% |
06.05.2024 | 2.63% | 38.85 CHF | 39.10 CHF | 11'600 | 11'600 | 6'291 | 6'256 | 259'606 CHF | 260'258 CHF | 100.00% | 100.00% |
03.05.2024 | 1.99% | 40.95 CHF | 41.15 CHF | 14'100 | 14'100 | 11'797 | 11'765 | 439'463 CHF | 441'081 CHF | 97.89% | 97.89% |
02.05.2024 | 2.02% | 51.50 CHF | 51.80 CHF | 10'100 | 10'100 | 8'405 | 8'405 | 382'112 CHF | 385'040 CHF | 98.55% | 98.55% |
30.04.2024 | 1.63% | 95.00 CHF | 95.40 CHF | 7'200 | 7'200 | 5'909 | 5'909 | 430'060 CHF | 432'833 CHF | 99.98% | 99.98% |