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 | 0.66% | 3.13 CHF | 3.15 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 42'410 CHF | 42'688 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 3.10 CHF | 3.12 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 42'148 CHF | 42'426 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 3.07 CHF | 3.09 CHF | 14'000 | 14'000 | 13'852 | 13'852 | 42'286 CHF | 42'563 CHF | 99.43% | 99.43% |
13.05.2024 | 0.67% | 2.99 CHF | 3.01 CHF | 14'000 | 14'000 | 13'868 | 13'868 | 41'700 CHF | 41'977 CHF | 99.81% | 99.81% |
10.05.2024 | 0.66% | 3.02 CHF | 3.04 CHF | 14'000 | 14'000 | 13'897 | 13'897 | 42'115 CHF | 42'393 CHF | 99.36% | 99.36% |
08.05.2024 | 0.69% | 2.91 CHF | 2.93 CHF | 14'000 | 14'000 | 13'968 | 13'968 | 40'367 CHF | 40'647 CHF | 99.50% | 99.50% |
07.05.2024 | 0.71% | 2.90 CHF | 2.92 CHF | 14'000 | 14'000 | 13'852 | 13'852 | 39'541 CHF | 39'818 CHF | 99.66% | 99.66% |
06.05.2024 | 0.70% | 2.85 CHF | 2.87 CHF | 14'000 | 14'000 | 13'837 | 13'837 | 39'651 CHF | 39'929 CHF | 98.61% | 98.61% |
03.05.2024 | 0.71% | 2.82 CHF | 2.84 CHF | 14'000 | 14'000 | 13'956 | 13'956 | 39'278 CHF | 39'557 CHF | 97.37% | 97.37% |
02.05.2024 | 0.75% | 2.66 CHF | 2.68 CHF | 15'000 | 15'000 | 14'926 | 14'926 | 40'094 CHF | 40'393 CHF | 99.20% | 99.20% |