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 | 0.91% | 4.31 CHF | 4.35 CHF | 35'600 | 35'600 | 35'569 | 35'569 | 155'769 CHF | 157'193 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 4.57 CHF | 4.61 CHF | 37'600 | 37'600 | 37'505 | 37'505 | 169'687 CHF | 171'191 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 4.38 CHF | 4.41 CHF | 41'900 | 41'900 | 41'900 | 41'900 | 167'202 CHF | 168'458 CHF | 99.77% | 99.77% |
13.05.2024 | 0.80% | 3.76 CHF | 3.79 CHF | 43'200 | 43'200 | 43'200 | 43'200 | 162'118 CHF | 163'414 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 3.62 CHF | 3.65 CHF | 45'700 | 45'700 | 45'700 | 45'700 | 168'934 CHF | 170'305 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 3.65 CHF | 3.68 CHF | 42'200 | 42'200 | 42'195 | 42'195 | 154'585 CHF | 155'851 CHF | 99.44% | 99.44% |
07.05.2024 | 0.86% | 3.75 CHF | 3.78 CHF | 52'400 | 52'400 | 52'378 | 52'378 | 182'239 CHF | 183'811 CHF | 99.95% | 99.95% |
06.05.2024 | 1.06% | 2.94 CHF | 2.97 CHF | 58'600 | 58'600 | 58'600 | 58'600 | 165'540 CHF | 167'298 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 2.59 CHF | 2.62 CHF | 53'200 | 53'200 | 53'200 | 53'200 | 154'128 CHF | 155'724 CHF | 99.97% | 99.97% |
02.05.2024 | 1.02% | 2.97 CHF | 3.00 CHF | 56'500 | 56'500 | 56'500 | 56'500 | 166'083 CHF | 167'778 CHF | 99.53% | 99.53% |