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 | 2.72% | 1.76 CHF | 1.78 CHF | 17'500 | 17'500 | 11'678 | 11'678 | 19'651 CHF | 20'146 CHF | 99.88% | 99.88% |
15.05.2024 | 2.82% | 1.91 CHF | 1.93 CHF | 17'600 | 17'600 | 11'677 | 11'677 | 20'403 CHF | 20'893 CHF | 99.19% | 99.19% |
14.05.2024 | 2.59% | 1.88 CHF | 1.90 CHF | 17'500 | 17'500 | 11'694 | 11'694 | 21'407 CHF | 21'901 CHF | 99.42% | 99.42% |
13.05.2024 | 3.17% | 1.71 CHF | 1.73 CHF | 17'300 | 17'300 | 11'528 | 11'528 | 17'177 CHF | 17'664 CHF | 100.00% | 100.00% |
10.05.2024 | 4.18% | 1.50 CHF | 1.52 CHF | 17'200 | 17'200 | 11'395 | 11'395 | 13'111 CHF | 13'593 CHF | 99.95% | 99.95% |
08.05.2024 | 3.33% | 1.43 CHF | 1.45 CHF | 17'100 | 17'100 | 11'444 | 11'444 | 16'190 CHF | 16'674 CHF | 100.00% | 100.00% |
07.05.2024 | 3.36% | 1.18 CHF | 1.20 CHF | 17'000 | 17'000 | 11'452 | 11'452 | 15'241 CHF | 15'726 CHF | 100.00% | 100.00% |
06.05.2024 | 2.66% | 1.60 CHF | 1.62 CHF | 17'300 | 17'300 | 11'595 | 11'595 | 19'977 CHF | 20'465 CHF | 98.30% | 98.30% |
03.05.2024 | 2.41% | 1.73 CHF | 1.75 CHF | 17'300 | 17'300 | 11'544 | 11'544 | 21'422 CHF | 21'920 CHF | 95.42% | 95.42% |
02.05.2024 | 1.80% | 2.40 CHF | 2.42 CHF | 17'600 | 17'600 | 11'703 | 11'703 | 29'902 CHF | 30'402 CHF | 98.33% | 98.33% |