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 | 0.80% | 3.95 CHF | 3.97 CHF | 26'500 | 26'500 | 11'306 | 11'306 | 54'861 CHF | 55'234 CHF | 99.25% | 99.25% |
15.05.2024 | 0.80% | 4.81 CHF | 4.83 CHF | 31'400 | 31'400 | 14'121 | 14'121 | 63'363 CHF | 63'765 CHF | 99.35% | 99.35% |
14.05.2024 | 0.94% | 4.18 CHF | 4.20 CHF | 34'300 | 34'300 | 15'678 | 15'678 | 58'257 CHF | 58'701 CHF | 99.74% | 99.74% |
13.05.2024 | 0.80% | 4.01 CHF | 4.03 CHF | 33'500 | 33'500 | 15'075 | 15'075 | 62'611 CHF | 63'034 CHF | 98.43% | 98.43% |
10.05.2024 | 0.77% | 4.19 CHF | 4.21 CHF | 28'700 | 28'700 | 12'564 | 12'564 | 60'913 CHF | 61'303 CHF | 99.99% | 99.99% |
08.05.2024 | 0.84% | 5.01 CHF | 5.03 CHF | 26'100 | 26'100 | 11'591 | 11'591 | 57'096 CHF | 57'485 CHF | 98.70% | 98.70% |
07.05.2024 | 0.77% | 6.03 CHF | 6.05 CHF | 20'700 | 20'700 | 9'098 | 9'098 | 58'155 CHF | 58'510 CHF | 99.30% | 99.30% |
06.05.2024 | 0.68% | 6.80 CHF | 6.82 CHF | 20'800 | 20'800 | 9'316 | 9'316 | 64'985 CHF | 65'323 CHF | 98.44% | 98.44% |
03.05.2024 | 1.61% | 5.71 CHF | 5.73 CHF | 20'000 | 20'000 | 6'636 | 6'636 | 41'461 CHF | 41'840 CHF | 96.92% | 96.92% |
02.05.2024 | - | 6.19 CHF | - CHF | 24'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |