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 | 0.26% | 38.10 CHF | 38.20 CHF | 2'300 | 2'300 | 2'204 | 2'204 | 85'321 CHF | 85'542 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 37.55 CHF | 37.65 CHF | 2'500 | 2'500 | 2'482 | 2'482 | 92'885 CHF | 93'134 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 34.25 CHF | 34.35 CHF | 2'400 | 2'400 | 2'381 | 2'381 | 82'198 CHF | 82'436 CHF | 99.67% | 99.67% |
13.05.2024 | 0.33% | 36.80 CHF | 36.90 CHF | 2'000 | 2'000 | 1'995 | 1'995 | 79'972 CHF | 80'241 CHF | 98.76% | 98.76% |
10.05.2024 | 0.35% | 41.55 CHF | 41.70 CHF | 2'000 | 2'000 | 1'992 | 1'992 | 84'746 CHF | 85'045 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 41.20 CHF | 41.30 CHF | 2'100 | 2'100 | 2'091 | 2'091 | 87'268 CHF | 87'530 CHF | 99.09% | 99.09% |
07.05.2024 | 0.25% | 42.00 CHF | 42.10 CHF | 2'200 | 2'200 | 2'191 | 2'191 | 88'309 CHF | 88'528 CHF | 99.53% | 99.53% |
06.05.2024 | 0.26% | 38.65 CHF | 38.75 CHF | 2'100 | 2'100 | 2'091 | 2'091 | 81'703 CHF | 81'912 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 39.15 CHF | 39.25 CHF | 2'200 | 2'200 | 2'191 | 2'191 | 86'065 CHF | 86'284 CHF | 99.67% | 99.67% |
02.05.2024 | 0.27% | 37.20 CHF | 37.30 CHF | 2'300 | 2'300 | 2'331 | 2'331 | 85'813 CHF | 86'046 CHF | 99.98% | 99.98% |