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 | 0.81% | 2.55 CHF | 2.57 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 34'366 CHF | 34'644 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 2.52 CHF | 2.54 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 34'104 CHF | 34'382 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 2.49 CHF | 2.51 CHF | 14'000 | 14'000 | 13'852 | 13'852 | 34'228 CHF | 34'505 CHF | 99.04% | 99.04% |
13.05.2024 | 0.83% | 2.41 CHF | 2.43 CHF | 14'000 | 14'000 | 13'867 | 13'867 | 33'655 CHF | 33'932 CHF | 99.81% | 99.81% |
10.05.2024 | 0.82% | 2.44 CHF | 2.46 CHF | 14'000 | 14'000 | 13'903 | 13'903 | 34'067 CHF | 34'346 CHF | 99.32% | 99.32% |
08.05.2024 | 0.86% | 2.33 CHF | 2.35 CHF | 14'000 | 14'000 | 13'978 | 13'978 | 32'290 CHF | 32'569 CHF | 99.41% | 99.41% |
07.05.2024 | 0.89% | 2.32 CHF | 2.34 CHF | 14'000 | 14'000 | 13'855 | 13'855 | 31'514 CHF | 31'791 CHF | 99.59% | 99.59% |
06.05.2024 | 0.88% | 2.27 CHF | 2.29 CHF | 14'000 | 14'000 | 13'847 | 13'847 | 31'658 CHF | 31'936 CHF | 98.35% | 98.35% |
03.05.2024 | 0.90% | 2.24 CHF | 2.26 CHF | 14'000 | 14'000 | 13'971 | 13'971 | 31'216 CHF | 31'495 CHF | 97.29% | 97.29% |
02.05.2024 | 0.95% | 2.08 CHF | 2.10 CHF | 15'000 | 15'000 | 14'931 | 14'931 | 31'467 CHF | 31'766 CHF | 98.62% | 98.62% |