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 | 1.19% | 3.08 CHF | 3.09 CHF | 59'000 | 59'000 | 23'458 | 23'458 | 71'454 CHF | 72'030 CHF | 99.84% | 99.84% |
15.05.2024 | 0.77% | 3.46 CHF | 3.47 CHF | 62'000 | 62'000 | 26'281 | 26'281 | 102'542 CHF | 103'126 CHF | 99.94% | 99.94% |
14.05.2024 | 0.69% | 4.27 CHF | 4.28 CHF | 68'000 | 68'000 | 28'041 | 28'041 | 124'010 CHF | 124'629 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 4.41 CHF | 4.42 CHF | 70'000 | 70'000 | 27'815 | 27'815 | 121'413 CHF | 122'016 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 4.27 CHF | 4.28 CHF | 68'000 | 68'000 | 27'126 | 27'126 | 114'472 CHF | 115'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 4.00 CHF | 4.01 CHF | 66'000 | 66'000 | 26'864 | 26'864 | 111'138 CHF | 111'733 CHF | 96.25% | 96.25% |
07.05.2024 | 0.75% | 4.12 CHF | 4.13 CHF | 67'000 | 67'000 | 27'293 | 27'293 | 113'206 CHF | 113'800 CHF | 98.36% | 98.36% |
06.05.2024 | 0.71% | 4.27 CHF | 4.28 CHF | 69'000 | 69'000 | 27'544 | 27'544 | 119'176 CHF | 119'776 CHF | 99.77% | 99.77% |
03.05.2024 | 0.67% | 4.55 CHF | 4.56 CHF | 71'000 | 71'000 | 27'852 | 27'852 | 126'519 CHF | 127'121 CHF | 99.61% | 99.61% |
02.05.2024 | 0.66% | 4.89 CHF | 4.90 CHF | 74'000 | 74'000 | 29'176 | 29'176 | 141'728 CHF | 142'351 CHF | 99.48% | 99.48% |