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 | 1.10% | 2.70 CHF | 2.72 CHF | 37'800 | 37'800 | 16'953 | 16'953 | 50'294 CHF | 50'776 CHF | 99.36% | 99.36% |
14.05.2024 | 0.88% | 3.22 CHF | 3.24 CHF | 35'800 | 35'800 | 16'380 | 16'380 | 59'676 CHF | 60'139 CHF | 99.59% | 99.59% |
13.05.2024 | 1.06% | 3.34 CHF | 3.36 CHF | 37'200 | 37'200 | 16'731 | 16'731 | 53'659 CHF | 54'128 CHF | 98.43% | 98.43% |
10.05.2024 | 0.85% | 3.26 CHF | 3.27 CHF | 46'000 | 46'000 | 20'064 | 20'064 | 57'636 CHF | 57'998 CHF | 99.98% | 99.98% |
08.05.2024 | 0.83% | 2.81 CHF | 2.82 CHF | 48'500 | 48'500 | 21'476 | 21'476 | 61'072 CHF | 61'465 CHF | 98.69% | 98.69% |
07.05.2024 | 1.04% | 2.45 CHF | 2.46 CHF | 60'400 | 60'400 | 26'424 | 26'424 | 61'345 CHF | 61'819 CHF | 99.61% | 99.61% |
06.05.2024 | 1.10% | 2.18 CHF | 2.19 CHF | 53'400 | 53'400 | 23'834 | 23'834 | 49'988 CHF | 50'421 CHF | 99.28% | 99.28% |
03.05.2024 | 1.28% | 2.54 CHF | 2.55 CHF | 62'600 | 62'600 | 20'652 | 20'652 | 48'890 CHF | 49'282 CHF | 98.64% | 98.64% |
02.05.2024 | - | 2.66 CHF | - CHF | 37'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
30.04.2024 | - | 3.53 CHF | - CHF | 44'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.22% |