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 | 1.00% | 1.08 CHF | 1.09 CHF | 114'200 | 114'200 | 51'359 | 51'359 | 52'966 CHF | 53'481 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 0.91 CHF | 0.92 CHF | 96'400 | 96'400 | 41'871 | 41'871 | 47'343 CHF | 47'763 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 88'600 | 88'600 | 39'586 | 39'586 | 50'029 CHF | 50'425 CHF | 99.67% | 99.67% |
13.05.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 88'600 | 88'600 | 39'698 | 39'698 | 52'269 CHF | 52'666 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 88'400 | 88'400 | 39'588 | 39'588 | 52'320 CHF | 52'716 CHF | 99.87% | 99.87% |
08.05.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 90'600 | 90'600 | 30'025 | 30'025 | 38'908 CHF | 39'209 CHF | 97.39% | 97.39% |
07.05.2024 | 1.15% | 1.27 CHF | 1.28 CHF | 95'200 | 95'200 | 18'997 | 18'997 | 30'606 CHF | 30'901 CHF | 50.81% | 89.69% |
06.05.2024 | - | 5.87 CHF | - CHF | 22'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.73% |
03.05.2024 | 0.42% | 4.89 CHF | 4.91 CHF | 24'100 | 24'100 | 9'853 | 9'853 | 48'041 CHF | 48'238 CHF | 99.94% | 99.94% |
02.05.2024 | 0.47% | 4.56 CHF | 4.58 CHF | 27'300 | 27'300 | 12'427 | 12'427 | 54'204 CHF | 54'453 CHF | 99.97% | 99.97% |