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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.71% | 10.44 CHF | 10.51 CHF | 7'200 | 7'200 | 7'182 | 7'182 | 72'721 CHF | 73'237 CHF | 99.99% | 99.99% |
14.05.2024 | 0.77% | 9.55 CHF | 9.62 CHF | 7'500 | 7'500 | 7'507 | 7'507 | 67'593 CHF | 68'118 CHF | 99.97% | 99.97% |
13.05.2024 | 0.77% | 8.95 CHF | 9.02 CHF | 7'900 | 7'900 | 7'900 | 7'900 | 71'851 CHF | 72'404 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 8.34 CHF | 8.40 CHF | 9'600 | 9'600 | 9'600 | 9'600 | 75'406 CHF | 75'982 CHF | 99.99% | 99.99% |
08.05.2024 | 0.85% | 7.25 CHF | 7.31 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 63'027 CHF | 63'568 CHF | 99.08% | 99.08% |
07.05.2024 | 0.58% | 8.38 CHF | 8.43 CHF | 12'600 | 12'600 | 12'178 | 12'178 | 104'235 CHF | 104'844 CHF | 99.52% | 99.52% |
06.05.2024 | 0.79% | 5.24 CHF | 5.28 CHF | 14'400 | 14'400 | 14'400 | 14'400 | 72'430 CHF | 73'006 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 4.65 CHF | 4.69 CHF | 15'600 | 15'600 | 15'608 | 15'608 | 70'726 CHF | 71'351 CHF | 99.85% | 99.85% |
02.05.2024 | 0.92% | 4.24 CHF | 4.28 CHF | 16'400 | 16'400 | 16'309 | 16'309 | 70'926 CHF | 71'578 CHF | 99.98% | 99.98% |
30.04.2024 | 0.87% | 4.28 CHF | 4.32 CHF | 15'400 | 15'400 | 14'761 | 14'761 | 67'677 CHF | 68'268 CHF | 99.98% | 99.98% |