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 | 0.98% | 1.01 CHF | 1.02 CHF | 27'000 | 27'000 | 27'606 | 27'606 | 28'106 CHF | 28'382 CHF | 100.00% | 100.00% |
15.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 28'000 | 28'000 | 27'938 | 27'938 | 29'307 CHF | 29'587 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 30'977 CHF | 31'257 CHF | 99.98% | 99.98% |
13.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 31'984 CHF | 32'267 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 35'823 CHF | 36'114 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 30'000 | 30'000 | 30'249 | 30'249 | 41'018 CHF | 41'320 CHF | 99.25% | 99.25% |
07.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 45'281 CHF | 45'592 CHF | 97.17% | 97.17% |
06.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 44'290 CHF | 44'600 CHF | 98.56% | 98.56% |
03.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 44'331 CHF | 44'641 CHF | 99.99% | 99.99% |
02.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 45'033 CHF | 45'343 CHF | 100.00% | 100.00% |