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 | 0.51% | 3.96 CHF | 3.98 CHF | 20'500 | 20'500 | 20'353 | 20'353 | 80'605 CHF | 81'012 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 3.97 CHF | 3.99 CHF | 20'500 | 20'500 | 21'109 | 21'109 | 83'937 CHF | 84'360 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 3.98 CHF | 4.00 CHF | 21'500 | 21'500 | 21'376 | 21'376 | 85'187 CHF | 85'615 CHF | 99.43% | 99.43% |
13.05.2024 | 0.50% | 3.97 CHF | 3.99 CHF | 21'000 | 21'000 | 21'364 | 21'364 | 85'194 CHF | 85'621 CHF | 99.69% | 99.69% |
10.05.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 22'500 | 22'500 | 22'445 | 22'445 | 89'970 CHF | 90'419 CHF | 99.89% | 99.89% |
08.05.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 23'000 | 23'000 | 23'034 | 23'034 | 92'556 CHF | 93'017 CHF | 95.46% | 99.54% |
07.05.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 23'000 | 23'000 | 22'808 | 22'808 | 91'588 CHF | 92'044 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 4.05 CHF | 4.06 CHF | 24'500 | 24'500 | 24'410 | 24'410 | 98'983 CHF | 99'236 CHF | 98.60% | 98.60% |
03.05.2024 | 0.37% | 4.03 CHF | 4.05 CHF | 24'000 | 24'000 | 24'057 | 24'057 | 97'278 CHF | 97'635 CHF | 98.88% | 98.88% |
02.05.2024 | 0.35% | 4.03 CHF | 4.05 CHF | 24'000 | 24'000 | 24'213 | 24'213 | 97'979 CHF | 98'319 CHF | 99.57% | 99.57% |