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 | 0.71% | 1.39 CHF | 1.40 CHF | 27'000 | 27'000 | 27'607 | 27'607 | 38'657 CHF | 38'934 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 28'000 | 28'000 | 27'939 | 27'939 | 40'003 CHF | 40'283 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 28'000 | 28'000 | 27'998 | 27'998 | 41'634 CHF | 41'914 CHF | 99.98% | 99.98% |
13.05.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 42'813 CHF | 43'096 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 46'938 CHF | 47'229 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 52'545 CHF | 52'847 CHF | 99.25% | 99.25% |
07.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 57'170 CHF | 57'482 CHF | 97.17% | 97.17% |
06.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 56'137 CHF | 56'447 CHF | 98.56% | 98.56% |
03.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 56'182 CHF | 56'492 CHF | 99.99% | 99.99% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 31'000 | 31'000 | 31'033 | 31'033 | 56'885 CHF | 57'196 CHF | 100.00% | 100.00% |