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 | 1.16% | 2.17 CHF | 2.18 CHF | 15'100 | 15'100 | 8'330 | 8'330 | 16'668 CHF | 16'834 CHF | 98.50% | 98.50% |
14.05.2024 | 0.98% | 1.82 CHF | 1.83 CHF | 16'400 | 16'400 | 9'063 | 9'063 | 16'565 CHF | 16'711 CHF | 99.98% | 99.98% |
13.05.2024 | 1.07% | 1.70 CHF | 1.71 CHF | 16'400 | 16'400 | 9'062 | 9'062 | 15'579 CHF | 15'725 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.85 CHF | 1.86 CHF | 15'700 | 15'700 | 8'583 | 8'583 | 17'430 CHF | 17'567 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 1.67 CHF | 1.68 CHF | 17'500 | 17'500 | 9'584 | 9'584 | 15'579 CHF | 15'734 CHF | 97.88% | 97.88% |
07.05.2024 | 1.18% | 1.59 CHF | 1.60 CHF | 18'000 | 18'000 | 9'969 | 9'969 | 15'316 CHF | 15'476 CHF | 98.10% | 98.10% |
06.05.2024 | 1.13% | 1.59 CHF | 1.60 CHF | 19'500 | 19'500 | 10'766 | 10'766 | 17'171 CHF | 17'344 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 1.38 CHF | 1.39 CHF | 18'800 | 18'800 | 10'260 | 10'260 | 15'003 CHF | 15'167 CHF | 99.93% | 99.93% |
02.05.2024 | 1.68% | 1.48 CHF | 1.49 CHF | 20'200 | 20'200 | 7'498 | 7'498 | 10'474 CHF | 10'599 CHF | 99.98% | 99.98% |
30.04.2024 | 1.15% | 1.80 CHF | 1.81 CHF | 12'700 | 12'700 | 7'038 | 7'038 | 13'890 CHF | 14'030 CHF | 98.98% | 98.98% |