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 | 2.59% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 17'556 | 17'556 | 13'432 CHF | 13'745 CHF | 99.61% | 99.61% |
15.05.2024 | 2.99% | 0.69 CHF | 0.70 CHF | 26'800 | 26'800 | 18'108 | 18'108 | 11'677 CHF | 11'998 CHF | 99.76% | 99.76% |
14.05.2024 | 2.60% | 0.61 CHF | 0.62 CHF | 27'400 | 27'400 | 16'742 | 16'742 | 12'467 CHF | 12'780 CHF | 91.34% | 98.92% |
13.05.2024 | 2.40% | 0.88 CHF | 0.89 CHF | 25'400 | 25'400 | 17'290 | 17'290 | 13'963 CHF | 14'269 CHF | 99.95% | 99.95% |
10.05.2024 | 2.88% | 0.66 CHF | 0.67 CHF | 26'900 | 26'900 | 17'985 | 17'985 | 11'890 CHF | 12'209 CHF | 99.97% | 99.97% |
08.05.2024 | 3.36% | 0.60 CHF | 0.61 CHF | 27'300 | 27'300 | 18'362 | 18'362 | 10'512 CHF | 10'838 CHF | 99.63% | 99.63% |
07.05.2024 | 2.96% | 0.63 CHF | 0.64 CHF | 27'100 | 27'100 | 18'037 | 18'037 | 11'532 CHF | 11'852 CHF | 99.34% | 99.34% |
06.05.2024 | 2.63% | 0.73 CHF | 0.74 CHF | 26'400 | 26'400 | 17'694 | 17'694 | 12'789 CHF | 13'101 CHF | 100.00% | 100.00% |
03.05.2024 | 2.68% | 0.69 CHF | 0.70 CHF | 26'700 | 26'700 | 17'857 | 17'857 | 12'510 CHF | 12'825 CHF | 98.43% | 98.43% |
02.05.2024 | 3.36% | 0.62 CHF | 0.63 CHF | 27'100 | 27'100 | 18'308 | 18'308 | 10'438 CHF | 10'764 CHF | 99.35% | 99.35% |