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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.11% | 0.72 CHF | 0.74 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 26'041 CHF | 26'854 CHF | 100.00% | 100.00% |
14.05.2024 | 2.92% | 0.66 CHF | 0.68 CHF | 41'000 | 41'000 | 40'752 | 40'752 | 27'685 CHF | 28'500 CHF | 98.94% | 98.94% |
13.05.2024 | 2.92% | 0.66 CHF | 0.68 CHF | 41'000 | 41'000 | 40'578 | 40'578 | 27'679 CHF | 28'492 CHF | 100.00% | 100.00% |
10.05.2024 | 3.02% | 0.69 CHF | 0.71 CHF | 41'000 | 41'000 | 40'610 | 40'610 | 26'770 CHF | 27'583 CHF | 87.34% | 93.47% |
08.05.2024 | 3.93% | 0.57 CHF | 0.59 CHF | 41'000 | 41'000 | 41'336 | 41'336 | 20'808 CHF | 21'635 CHF | 99.52% | 99.52% |
07.05.2024 | 5.80% | 0.39 CHF | 0.41 CHF | 42'000 | 42'000 | 41'574 | 41'574 | 14'123 CHF | 14'955 CHF | 99.57% | 99.57% |
06.05.2024 | 4.74% | 0.33 CHF | 0.35 CHF | 42'000 | 42'000 | 41'511 | 41'511 | 17'436 CHF | 18'267 CHF | 97.65% | 97.65% |
03.05.2024 | 4.95% | 0.37 CHF | 0.39 CHF | 42'000 | 42'000 | 41'830 | 41'830 | 16'573 CHF | 17'410 CHF | 96.21% | 96.21% |
02.05.2024 | 5.28% | 0.36 CHF | 0.38 CHF | 42'000 | 42'000 | 41'833 | 41'833 | 15'551 CHF | 16'388 CHF | 99.03% | 99.03% |
30.04.2024 | 4.29% | 0.42 CHF | 0.44 CHF | 42'000 | 42'000 | 41'755 | 41'755 | 19'166 CHF | 20'002 CHF | 99.00% | 99.00% |