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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 2.48 CHF | 2.49 CHF | 69'700 | 69'700 | 46'460 | 46'460 | 116'945 CHF | 117'761 CHF | 98.73% | 98.73% |
16.05.2024 | 0.74% | 2.63 CHF | 2.64 CHF | 68'400 | 68'400 | 45'923 | 45'923 | 119'557 CHF | 120'366 CHF | 99.12% | 99.12% |
15.05.2024 | 0.84% | 2.55 CHF | 2.56 CHF | 69'000 | 69'000 | 47'258 | 47'258 | 109'921 CHF | 110'760 CHF | 99.93% | 99.93% |
14.05.2024 | 0.88% | 2.21 CHF | 2.22 CHF | 71'600 | 71'600 | 48'499 | 48'499 | 104'688 CHF | 105'535 CHF | 95.30% | 95.30% |
13.05.2024 | 0.88% | 2.18 CHF | 2.19 CHF | 71'800 | 71'800 | 48'010 | 48'010 | 104'136 CHF | 104'984 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 2.14 CHF | 2.15 CHF | 71'900 | 71'900 | 48'357 | 48'357 | 104'128 CHF | 104'976 CHF | 96.03% | 96.03% |
08.05.2024 | 0.88% | 2.19 CHF | 2.20 CHF | 71'400 | 71'400 | 47'755 | 47'755 | 104'520 CHF | 105'365 CHF | 99.92% | 99.92% |
07.05.2024 | 0.85% | 2.21 CHF | 2.22 CHF | 71'500 | 71'500 | 47'701 | 47'701 | 106'577 CHF | 107'416 CHF | 98.82% | 98.82% |
06.05.2024 | 0.91% | 2.29 CHF | 2.30 CHF | 70'700 | 70'700 | 48'136 | 48'136 | 103'169 CHF | 104'023 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 1.95 CHF | 1.96 CHF | 73'700 | 73'700 | 49'581 | 49'581 | 93'481 CHF | 94'368 CHF | 96.44% | 96.44% |