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 | 0.92% | 45.30 CHF | 45.40 CHF | 3'600 | 3'600 | 1'623 | 1'623 | 72'580 CHF | 73'048 CHF | 99.89% | 99.89% |
15.05.2024 | 0.89% | 43.10 CHF | 43.20 CHF | 3'700 | 3'700 | 1'693 | 1'693 | 72'624 CHF | 73'096 CHF | 99.44% | 99.44% |
14.05.2024 | 0.92% | 41.70 CHF | 41.80 CHF | 3'700 | 3'700 | 1'636 | 1'636 | 70'626 CHF | 71'097 CHF | 98.84% | 98.84% |
13.05.2024 | 0.91% | 43.90 CHF | 44.00 CHF | 3'600 | 3'600 | 1'623 | 1'623 | 71'313 CHF | 71'782 CHF | 99.68% | 99.68% |
10.05.2024 | 0.86% | 43.75 CHF | 43.85 CHF | 3'700 | 3'700 | 1'701 | 1'701 | 74'349 CHF | 74'823 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 41.65 CHF | 41.75 CHF | 3'800 | 3'800 | 1'703 | 1'703 | 71'607 CHF | 72'083 CHF | 99.07% | 99.07% |
07.05.2024 | 0.91% | 41.25 CHF | 41.35 CHF | 3'900 | 3'900 | 1'769 | 1'769 | 72'790 CHF | 73'276 CHF | 99.67% | 99.67% |
06.05.2024 | 0.85% | 40.10 CHF | 40.20 CHF | 4'000 | 4'000 | 1'858 | 1'858 | 74'366 CHF | 74'836 CHF | 99.90% | 99.90% |
03.05.2024 | 0.88% | 37.90 CHF | 38.00 CHF | 4'200 | 4'200 | 1'909 | 1'909 | 72'493 CHF | 72'971 CHF | 99.18% | 99.18% |
02.05.2024 | 1.66% | 38.35 CHF | 38.45 CHF | 4'100 | 4'100 | 1'429 | 1'429 | 54'839 CHF | 55'344 CHF | 99.97% | 99.97% |