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 | 1.22% | 0.92 CHF | 0.93 CHF | 54'200 | 54'200 | 52'607 | 52'607 | 49'495 CHF | 50'042 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 42'200 | 42'200 | 42'258 | 42'258 | 41'830 CHF | 42'253 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 39'300 | 39'300 | 39'216 | 39'216 | 48'148 CHF | 48'540 CHF | 99.69% | 99.69% |
13.05.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 41'200 | 41'200 | 40'781 | 40'781 | 51'324 CHF | 51'733 CHF | 99.47% | 99.47% |
10.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 41'500 | 41'500 | 41'090 | 41'090 | 51'374 CHF | 51'785 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 38'900 | 38'900 | 38'511 | 38'511 | 49'255 CHF | 49'640 CHF | 98.93% | 98.93% |
07.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 37'000 | 37'000 | 37'110 | 37'110 | 50'132 CHF | 50'503 CHF | 99.41% | 99.41% |
06.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 37'700 | 37'700 | 37'523 | 37'523 | 51'721 CHF | 52'096 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 35'600 | 35'600 | 35'234 | 35'234 | 47'436 CHF | 47'788 CHF | 99.97% | 99.97% |
02.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 34'300 | 34'300 | 34'333 | 34'333 | 50'412 CHF | 50'755 CHF | 98.57% | 98.57% |