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 | 0.45% | 3.77 CHF | 3.78 CHF | 39'700 | 39'700 | 17'109 | 17'109 | 67'274 CHF | 67'529 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 4.02 CHF | 4.03 CHF | 35'800 | 35'800 | 15'156 | 15'156 | 64'575 CHF | 64'800 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 4.78 CHF | 4.79 CHF | 34'500 | 34'500 | 14'642 | 14'642 | 69'593 CHF | 69'811 CHF | 99.90% | 99.90% |
13.05.2024 | 0.37% | 4.75 CHF | 4.76 CHF | 32'100 | 32'100 | 13'530 | 13'530 | 65'184 CHF | 65'385 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 5.29 CHF | 5.31 CHF | 28'100 | 28'100 | 11'974 | 11'974 | 63'117 CHF | 63'357 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 29'800 | 29'800 | 12'345 | 12'345 | 66'233 CHF | 66'476 CHF | 98.99% | 98.99% |
07.05.2024 | 0.35% | 5.11 CHF | 5.12 CHF | 30'900 | 30'900 | 13'157 | 13'157 | 67'856 CHF | 68'051 CHF | 97.82% | 97.82% |
06.05.2024 | 0.36% | 5.34 CHF | 5.36 CHF | 24'000 | 24'000 | 10'175 | 10'175 | 55'704 CHF | 55'908 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 6.69 CHF | 6.71 CHF | 22'700 | 22'700 | 9'611 | 9'611 | 63'960 CHF | 64'200 CHF | 99.75% | 99.75% |
02.05.2024 | 0.39% | 7.28 CHF | 7.30 CHF | 20'400 | 20'400 | 8'547 | 8'547 | 63'307 CHF | 63'519 CHF | 99.95% | 99.95% |