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 | 0.64% | 1.55 CHF | 1.56 CHF | 132'300 | 132'300 | 106'825 | 106'825 | 166'637 CHF | 167'706 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 1.76 CHF | 1.77 CHF | 82'100 | 82'100 | 75'272 | 75'272 | 169'893 CHF | 170'648 CHF | 99.83% | 99.83% |
14.05.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 68'500 | 68'500 | 63'905 | 63'905 | 176'520 CHF | 177'159 CHF | 99.86% | 99.86% |
13.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 59'100 | 59'100 | 66'130 | 66'130 | 202'083 CHF | 202'744 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 3.06 CHF | 3.07 CHF | 73'500 | 73'500 | 56'837 | 56'837 | 154'217 CHF | 154'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 5.17 CHF | 5.19 CHF | 32'500 | 32'500 | 32'742 | 32'742 | 181'141 CHF | 181'796 CHF | 99.29% | 99.29% |
07.05.2024 | 0.46% | 5.34 CHF | 5.36 CHF | 33'000 | 33'000 | 27'262 | 27'262 | 145'996 CHF | 146'645 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 5.50 CHF | 5.53 CHF | 21'300 | 21'300 | 21'300 | 21'300 | 122'666 CHF | 123'305 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 8.87 CHF | 8.90 CHF | 21'300 | 21'300 | 19'920 | 19'920 | 166'055 CHF | 166'652 CHF | 98.55% | 98.55% |
02.05.2024 | 0.34% | 7.89 CHF | 7.92 CHF | 18'500 | 18'500 | 19'616 | 19'616 | 175'084 CHF | 175'672 CHF | 99.95% | 99.95% |