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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.49% | 1.38 CHF | 1.40 CHF | 29'800 | 29'800 | 29'800 | 29'800 | 39'798 CHF | 40'394 CHF | 99.33% | 99.33% |
16.05.2024 | 1.40% | 1.34 CHF | 1.36 CHF | 28'300 | 28'300 | 28'092 | 28'092 | 40'003 CHF | 40'566 CHF | 99.99% | 99.99% |
15.05.2024 | 1.42% | 1.44 CHF | 1.46 CHF | 31'700 | 31'700 | 31'727 | 31'727 | 44'514 CHF | 45'150 CHF | 100.00% | 100.00% |
14.05.2024 | 1.65% | 1.28 CHF | 1.30 CHF | 31'900 | 31'900 | 32'074 | 32'074 | 38'686 CHF | 39'327 CHF | 100.00% | 100.00% |
13.05.2024 | 1.59% | 1.26 CHF | 1.28 CHF | 32'300 | 32'300 | 32'300 | 32'300 | 40'421 CHF | 41'067 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 1.29 CHF | 1.31 CHF | 34'000 | 34'000 | 33'838 | 33'838 | 43'786 CHF | 44'463 CHF | 100.00% | 100.00% |
08.05.2024 | 1.65% | 1.20 CHF | 1.22 CHF | 36'000 | 36'000 | 35'875 | 35'875 | 43'013 CHF | 43'730 CHF | 99.14% | 99.14% |
07.05.2024 | 1.84% | 1.13 CHF | 1.15 CHF | 39'800 | 39'800 | 40'202 | 40'202 | 43'334 CHF | 44'138 CHF | 99.76% | 99.76% |
06.05.2024 | 1.97% | 1.00 CHF | 1.02 CHF | 41'100 | 41'100 | 41'100 | 41'100 | 41'329 CHF | 42'151 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 47'400 | 47'400 | 47'936 | 47'936 | 44'694 CHF | 45'174 CHF | 99.99% | 99.99% |