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 | 1.01% | 14.75 CHF | 14.90 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 88'623 CHF | 89'516 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 15.40 CHF | 15.55 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 89'879 CHF | 90'771 CHF | 100.00% | 100.00% |
14.05.2024 | 1.07% | 14.55 CHF | 14.70 CHF | 6'000 | 6'000 | 6'867 | 6'867 | 96'381 CHF | 97'412 CHF | 99.04% | 99.04% |
13.05.2024 | 1.07% | 14.00 CHF | 14.15 CHF | 7'000 | 7'000 | 6'689 | 6'689 | 94'499 CHF | 95'504 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 13.45 CHF | 13.55 CHF | 7'000 | 7'000 | 7'141 | 7'141 | 91'986 CHF | 92'701 CHF | 99.77% | 99.77% |
08.05.2024 | 1.21% | 12.20 CHF | 12.35 CHF | 8'000 | 8'000 | 7'397 | 7'397 | 92'071 CHF | 93'182 CHF | 92.52% | 92.52% |
07.05.2024 | 0.72% | 13.75 CHF | 13.85 CHF | 7'000 | 7'000 | 6'564 | 6'564 | 91'606 CHF | 92'263 CHF | 94.58% | 94.58% |
06.05.2024 | 0.96% | 9.73 CHF | 9.82 CHF | 10'000 | 10'000 | 9'876 | 9'876 | 93'553 CHF | 94'443 CHF | 98.41% | 98.41% |
03.05.2024 | 1.01% | 9.05 CHF | 9.14 CHF | 11'000 | 11'000 | 10'902 | 10'902 | 96'952 CHF | 97'934 CHF | 96.02% | 96.02% |
02.05.2024 | 1.05% | 8.51 CHF | 8.60 CHF | 11'000 | 11'000 | 10'896 | 10'896 | 94'120 CHF | 95'102 CHF | 99.29% | 99.29% |