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 | 0.82% | 1.21 CHF | 1.22 CHF | 27'000 | 27'000 | 27'607 | 27'607 | 33'609 CHF | 33'885 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 28'000 | 28'000 | 27'938 | 27'938 | 34'894 CHF | 35'174 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 36'539 CHF | 36'819 CHF | 99.98% | 99.98% |
13.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 37'609 CHF | 37'892 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 41'625 CHF | 41'916 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 47'047 CHF | 47'349 CHF | 99.25% | 99.25% |
07.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 51'482 CHF | 51'793 CHF | 97.17% | 97.17% |
06.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 50'490 CHF | 50'800 CHF | 98.55% | 98.55% |
03.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 50'531 CHF | 50'841 CHF | 99.99% | 99.99% |
02.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 31'000 | 31'000 | 31'033 | 31'033 | 51'240 CHF | 51'550 CHF | 100.00% | 100.00% |