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 | 1.08% | 3.58 CHF | 3.60 CHF | 26'000 | 26'000 | 17'400 | 17'400 | 62'030 CHF | 62'646 CHF | 100.00% | 100.00% |
15.05.2024 | 1.08% | 3.58 CHF | 3.60 CHF | 26'000 | 26'000 | 17'407 | 17'407 | 62'188 CHF | 62'803 CHF | 99.48% | 99.48% |
14.05.2024 | 1.07% | 3.60 CHF | 3.62 CHF | 26'000 | 26'000 | 17'381 | 17'381 | 62'481 CHF | 63'096 CHF | 100.00% | 100.00% |
13.05.2024 | 1.08% | 3.55 CHF | 3.57 CHF | 26'000 | 26'000 | 17'398 | 17'398 | 61'544 CHF | 62'160 CHF | 100.00% | 100.00% |
10.05.2024 | 1.09% | 3.53 CHF | 3.55 CHF | 26'000 | 26'000 | 17'188 | 17'188 | 61'415 CHF | 62'032 CHF | 97.70% | 97.70% |
08.05.2024 | 1.10% | 3.60 CHF | 3.62 CHF | 26'000 | 26'000 | 17'397 | 17'397 | 61'071 CHF | 61'687 CHF | 100.00% | 100.00% |
07.05.2024 | 1.13% | 3.49 CHF | 3.51 CHF | 26'000 | 26'000 | 17'964 | 17'964 | 61'299 CHF | 61'936 CHF | 100.00% | 100.00% |
06.05.2024 | 1.18% | 3.36 CHF | 3.38 CHF | 27'000 | 27'000 | 18'068 | 18'068 | 59'223 CHF | 59'861 CHF | 98.67% | 98.67% |
03.05.2024 | 1.24% | 3.21 CHF | 3.23 CHF | 28'000 | 28'000 | 18'509 | 18'509 | 58'328 CHF | 58'993 CHF | 96.82% | 96.82% |
02.05.2024 | 1.26% | 3.14 CHF | 3.16 CHF | 28'000 | 28'000 | 18'859 | 18'859 | 57'810 CHF | 58'481 CHF | 99.45% | 99.45% |