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 | 0.54% | 4.46 CHF | 4.49 CHF | 15'900 | 15'900 | 15'553 | 15'553 | 88'895 CHF | 89'362 CHF | 99.42% | 99.42% |
15.05.2024 | 0.33% | 9.43 CHF | 9.46 CHF | 16'100 | 16'100 | 16'216 | 16'216 | 148'919 CHF | 149'407 CHF | 99.98% | 99.98% |
14.05.2024 | 0.33% | 8.75 CHF | 8.78 CHF | 14'700 | 14'700 | 14'639 | 14'639 | 131'172 CHF | 131'611 CHF | 99.64% | 99.64% |
13.05.2024 | 0.30% | 9.83 CHF | 9.86 CHF | 14'200 | 14'200 | 14'141 | 14'141 | 138'913 CHF | 139'338 CHF | 99.48% | 99.48% |
10.05.2024 | 0.31% | 9.83 CHF | 9.86 CHF | 16'400 | 16'400 | 16'542 | 16'542 | 158'256 CHF | 158'752 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 7.46 CHF | 7.49 CHF | 19'600 | 19'600 | 19'647 | 19'647 | 148'852 CHF | 149'441 CHF | 98.93% | 98.93% |
07.05.2024 | 0.47% | 7.23 CHF | 7.26 CHF | 20'600 | 20'600 | 20'703 | 20'703 | 132'009 CHF | 132'630 CHF | 99.42% | 99.42% |
06.05.2024 | 0.45% | 6.75 CHF | 6.78 CHF | 21'900 | 21'900 | 21'920 | 21'920 | 145'293 CHF | 145'951 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 6.23 CHF | 6.25 CHF | 24'400 | 24'400 | 24'365 | 24'365 | 147'253 CHF | 147'740 CHF | 99.78% | 99.78% |
02.05.2024 | 0.35% | 5.79 CHF | 5.81 CHF | 23'700 | 23'700 | 23'795 | 23'795 | 135'803 CHF | 136'279 CHF | 98.53% | 98.53% |