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 | 1.58% | 1.50 CHF | 1.52 CHF | 60'600 | 60'600 | 60'545 | 60'545 | 77'301 CHF | 78'513 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 73'200 | 73'200 | 73'011 | 73'011 | 75'102 CHF | 75'834 CHF | 99.77% | 99.77% |
14.05.2024 | 2.06% | 1.11 CHF | 1.13 CHF | 65'200 | 65'200 | 65'193 | 65'193 | 62'735 CHF | 64'039 CHF | 99.98% | 99.98% |
13.05.2024 | 1.20% | 0.95 CHF | 0.96 CHF | 89'900 | 89'900 | 89'900 | 89'900 | 74'448 CHF | 75'347 CHF | 100.00% | 100.00% |
10.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 76'200 | 76'200 | 76'200 | 76'200 | 70'001 CHF | 70'763 CHF | 99.60% | 99.60% |
08.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 96'000 | 96'000 | 95'991 | 95'991 | 72'681 CHF | 73'641 CHF | 99.29% | 99.29% |
07.05.2024 | 1.56% | 0.70 CHF | 0.71 CHF | 99'700 | 99'700 | 99'643 | 99'643 | 63'999 CHF | 64'996 CHF | 100.00% | 100.00% |
06.05.2024 | 1.61% | 0.73 CHF | 0.74 CHF | 116'500 | 116'500 | 116'500 | 116'500 | 72'529 CHF | 73'694 CHF | 100.00% | 100.00% |
03.05.2024 | 2.50% | 0.49 CHF | 0.50 CHF | 157'300 | 157'300 | 157'300 | 157'300 | 62'266 CHF | 63'839 CHF | 99.99% | 99.99% |
02.05.2024 | 3.04% | 0.37 CHF | 0.38 CHF | 213'000 | 213'000 | 213'000 | 213'000 | 69'154 CHF | 71'284 CHF | 100.00% | 100.00% |