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 | 0.61% | 3.55 CHF | 3.56 CHF | 64'000 | 64'000 | 29'664 | 29'664 | 90'932 CHF | 91'383 CHF | 99.11% | 99.11% |
15.05.2024 | 0.68% | 2.76 CHF | 2.77 CHF | 70'300 | 70'300 | 31'428 | 31'428 | 83'835 CHF | 84'311 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 2.50 CHF | 2.51 CHF | 56'800 | 56'800 | 23'086 | 23'086 | 64'483 CHF | 64'907 CHF | 92.89% | 92.89% |
13.05.2024 | 0.56% | 3.46 CHF | 3.47 CHF | 63'900 | 63'900 | 29'291 | 29'291 | 96'107 CHF | 96'552 CHF | 99.49% | 99.49% |
10.05.2024 | 0.64% | 2.79 CHF | 2.80 CHF | 67'300 | 67'300 | 30'159 | 30'159 | 84'451 CHF | 84'908 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 2.62 CHF | 2.63 CHF | 67'300 | 67'300 | 31'961 | 31'961 | 81'547 CHF | 82'038 CHF | 99.12% | 99.12% |
07.05.2024 | 0.65% | 2.71 CHF | 2.72 CHF | 61'700 | 61'700 | 27'673 | 27'673 | 75'492 CHF | 75'911 CHF | 99.76% | 99.76% |
06.05.2024 | 0.60% | 3.03 CHF | 3.04 CHF | 62'100 | 62'100 | 27'857 | 27'857 | 83'603 CHF | 84'025 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 2.87 CHF | 2.88 CHF | 64'400 | 64'400 | 28'855 | 28'855 | 84'327 CHF | 84'764 CHF | 99.66% | 99.66% |
02.05.2024 | 0.60% | 2.72 CHF | 2.73 CHF | 75'900 | 75'900 | 36'613 | 36'613 | 94'875 CHF | 95'353 CHF | 99.99% | 99.99% |