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 | 0.80% | 12.15 CHF | 12.25 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 37'168 CHF | 37'465 CHF | 99.92% | 99.92% |
15.05.2024 | 0.42% | 13.00 CHF | 13.05 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 36'161 CHF | 36'310 CHF | 99.96% | 99.96% |
14.05.2024 | 0.56% | 9.72 CHF | 9.79 CHF | 3'000 | 3'000 | 2'981 | 2'981 | 30'519 CHF | 30'688 CHF | 99.11% | 99.11% |
13.05.2024 | 0.44% | 11.15 CHF | 11.20 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 34'099 CHF | 34'248 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 12.45 CHF | 12.50 CHF | 3'000 | 3'000 | 2'970 | 2'970 | 37'966 CHF | 38'114 CHF | 93.86% | 100.00% |
08.05.2024 | 0.41% | 11.95 CHF | 12.00 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 36'777 CHF | 36'926 CHF | 100.00% | 100.00% |
07.05.2024 | 0.44% | 11.80 CHF | 11.85 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 34'167 CHF | 34'316 CHF | 100.00% | 100.00% |
06.05.2024 | 0.44% | 11.15 CHF | 11.20 CHF | 3'000 | 3'000 | 2'964 | 2'964 | 34'268 CHF | 34'417 CHF | 95.22% | 98.76% |
03.05.2024 | 0.43% | 11.65 CHF | 11.70 CHF | 3'000 | 3'000 | 2'986 | 2'986 | 34'529 CHF | 34'678 CHF | 96.45% | 97.08% |
02.05.2024 | 0.45% | 10.70 CHF | 10.75 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 33'303 CHF | 33'452 CHF | 99.85% | 99.85% |