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 | 0.37% | 9.54 CHF | 9.58 CHF | 16'700 | 16'700 | 20'118 | 20'118 | 193'978 CHF | 194'664 CHF | 99.99% | 99.99% |
15.05.2024 | 0.35% | 9.08 CHF | 9.11 CHF | 23'500 | 23'500 | 25'434 | 25'434 | 182'694 CHF | 183'325 CHF | 99.81% | 99.81% |
14.05.2024 | 0.34% | 6.04 CHF | 6.06 CHF | 27'600 | 27'600 | 29'598 | 29'598 | 173'092 CHF | 173'684 CHF | 99.85% | 99.85% |
13.05.2024 | 0.48% | 5.23 CHF | 5.25 CHF | 31'700 | 31'700 | 27'648 | 27'648 | 146'495 CHF | 147'162 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 5.37 CHF | 5.40 CHF | 23'400 | 23'400 | 29'087 | 29'087 | 195'381 CHF | 196'081 CHF | 99.99% | 99.99% |
08.05.2024 | 0.53% | 4.05 CHF | 4.07 CHF | 41'700 | 41'700 | 41'402 | 41'402 | 155'301 CHF | 156'129 CHF | 99.29% | 99.29% |
07.05.2024 | 0.39% | 3.90 CHF | 3.92 CHF | 41'100 | 41'100 | 48'711 | 48'711 | 188'112 CHF | 188'809 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 56'700 | 56'700 | 56'700 | 56'700 | 207'734 CHF | 208'301 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.41 CHF | 2.42 CHF | 56'700 | 56'700 | 60'542 | 60'542 | 159'704 CHF | 160'309 CHF | 98.61% | 98.61% |
02.05.2024 | 0.40% | 2.82 CHF | 2.83 CHF | 64'500 | 64'500 | 60'329 | 60'329 | 151'703 CHF | 152'306 CHF | 99.97% | 99.97% |