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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.74% | 8.22 CHF | 8.24 CHF | 12'800 | 12'800 | 4'757 | 4'757 | 38'482 CHF | 38'675 CHF | 99.84% | 99.84% |
28.05.2024 | 0.69% | 8.59 CHF | 8.61 CHF | 12'700 | 12'700 | 4'687 | 4'687 | 39'781 CHF | 39'969 CHF | 99.99% | 99.99% |
27.05.2024 | 1.51% | 8.42 CHF | 8.57 CHF | 260 | 260 | 921 | 921 | 7'803 CHF | 7'882 CHF | 99.21% | 99.21% |
24.05.2024 | 0.65% | 8.66 CHF | 8.68 CHF | 13'100 | 13'100 | 4'977 | 4'977 | 41'187 CHF | 41'374 CHF | 100.00% | 100.00% |
23.05.2024 | 0.68% | 8.45 CHF | 8.47 CHF | 13'200 | 13'200 | 4'917 | 4'917 | 42'532 CHF | 42'734 CHF | 99.76% | 99.76% |
22.05.2024 | 0.72% | 7.98 CHF | 8.00 CHF | 13'100 | 13'100 | 4'825 | 4'825 | 39'180 CHF | 39'375 CHF | 100.00% | 100.00% |
21.05.2024 | 0.73% | 8.02 CHF | 8.04 CHF | 13'100 | 13'100 | 4'933 | 4'933 | 39'405 CHF | 39'606 CHF | 99.44% | 99.44% |
17.05.2024 | 1.31% | 7.45 CHF | 7.47 CHF | 14'800 | 14'800 | 4'315 | 4'315 | 31'758 CHF | 31'951 CHF | 100.00% | 100.00% |
16.05.2024 | 0.65% | 7.83 CHF | 7.85 CHF | 13'400 | 13'400 | 4'999 | 4'999 | 39'389 CHF | 39'572 CHF | 100.00% | 100.00% |
15.05.2024 | 0.74% | 7.47 CHF | 7.49 CHF | 15'500 | 15'500 | 5'762 | 5'762 | 41'109 CHF | 41'319 CHF | 100.00% | 100.00% |