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 | 1.82% | 0.64 CHF | 0.65 CHF | 82'600 | 82'600 | 80'218 | 80'218 | 50'001 CHF | 50'835 CHF | 100.00% | 100.00% |
15.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 94'600 | 94'600 | 94'776 | 94'776 | 56'751 CHF | 57'701 CHF | 100.00% | 100.00% |
14.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 107'100 | 107'100 | 106'900 | 106'900 | 53'004 CHF | 54'073 CHF | 99.71% | 99.71% |
13.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 106'500 | 106'500 | 105'405 | 105'405 | 51'015 CHF | 52'072 CHF | 99.85% | 99.85% |
10.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 106'100 | 106'100 | 105'026 | 105'026 | 51'103 CHF | 52'153 CHF | 100.00% | 100.00% |
08.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 111'400 | 111'400 | 110'240 | 110'240 | 52'305 CHF | 53'408 CHF | 98.93% | 98.93% |
07.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 114'700 | 114'700 | 115'000 | 115'000 | 51'795 CHF | 52'945 CHF | 99.42% | 99.42% |
06.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 116'200 | 116'200 | 115'680 | 115'680 | 50'848 CHF | 52'005 CHF | 100.00% | 100.00% |
03.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 118'836 | 118'836 | 53'397 CHF | 54'585 CHF | 99.99% | 99.99% |
02.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 124'100 | 124'100 | 124'373 | 124'373 | 51'500 CHF | 52'744 CHF | 98.57% | 98.57% |