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 | 1.54% | 0.63 CHF | 0.64 CHF | 71'000 | 71'000 | 70'919 | 70'919 | 45'771 CHF | 46'481 CHF | 99.99% | 99.99% |
15.05.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 72'000 | 72'000 | 72'119 | 72'119 | 36'589 CHF | 37'311 CHF | 100.00% | 100.00% |
14.05.2024 | 1.95% | 0.46 CHF | 0.47 CHF | 73'000 | 73'000 | 72'229 | 72'229 | 36'795 CHF | 37'517 CHF | 99.99% | 99.99% |
13.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 43'074 CHF | 43'790 CHF | 100.00% | 100.00% |
10.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 44'779 CHF | 45'493 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 73'000 | 73'000 | 72'358 | 72'358 | 38'390 CHF | 39'114 CHF | 99.06% | 99.06% |
07.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 72'000 | 72'000 | 72'059 | 72'059 | 40'802 CHF | 41'523 CHF | 99.66% | 99.66% |
06.05.2024 | 2.08% | 0.53 CHF | 0.54 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 35'025 CHF | 35'758 CHF | 100.00% | 100.00% |
03.05.2024 | 2.77% | 0.43 CHF | 0.44 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 26'916 CHF | 27'663 CHF | 99.96% | 99.96% |
02.05.2024 | 3.38% | 0.26 CHF | 0.27 CHF | 76'000 | 76'000 | 75'184 | 75'184 | 22'047 CHF | 22'799 CHF | 99.99% | 99.99% |