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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 16'400 | 16'400 | 16'317 | 16'317 | 51'167 CHF | 51'331 CHF | 99.52% | 99.52% |
17.05.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 15'600 | 15'600 | 15'525 | 15'525 | 51'123 CHF | 51'278 CHF | 99.36% | 99.36% |
16.05.2024 | 0.36% | 3.23 CHF | 3.24 CHF | 16'600 | 16'600 | 16'099 | 16'099 | 50'817 CHF | 50'984 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 19'000 | 19'000 | 19'001 | 19'001 | 57'631 CHF | 57'822 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 21'500 | 21'500 | 21'430 | 21'430 | 54'018 CHF | 54'232 CHF | 99.69% | 99.69% |
13.05.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 21'300 | 21'300 | 21'115 | 21'115 | 51'912 CHF | 52'123 CHF | 99.48% | 99.48% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 21'300 | 21'300 | 21'053 | 21'053 | 52'034 CHF | 52'245 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 22'300 | 22'300 | 22'059 | 22'059 | 53'257 CHF | 53'478 CHF | 98.93% | 98.93% |
07.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 23'000 | 23'000 | 23'067 | 23'067 | 52'880 CHF | 53'111 CHF | 99.41% | 99.41% |
06.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 23'300 | 23'300 | 23'186 | 23'186 | 51'942 CHF | 52'173 CHF | 100.00% | 100.00% |