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 | 0.77% | 1.33 CHF | 1.34 CHF | 46'000 | 46'000 | 45'569 | 45'569 | 59'567 CHF | 60'023 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 46'000 | 46'000 | 45'963 | 45'963 | 61'985 CHF | 62'445 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 48'000 | 48'000 | 47'222 | 47'222 | 71'388 CHF | 71'860 CHF | 99.32% | 99.32% |
13.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 47'000 | 47'000 | 46'514 | 46'514 | 66'096 CHF | 66'562 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 46'000 | 46'000 | 45'690 | 45'690 | 61'477 CHF | 61'935 CHF | 93.39% | 99.50% |
08.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 46'000 | 46'000 | 45'936 | 45'936 | 63'206 CHF | 63'665 CHF | 99.40% | 99.40% |
07.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 46'000 | 46'000 | 45'880 | 45'880 | 66'212 CHF | 66'671 CHF | 99.75% | 99.75% |
06.05.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 47'000 | 47'000 | 45'634 | 45'634 | 65'712 CHF | 66'169 CHF | 98.68% | 98.68% |
03.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 46'000 | 46'000 | 45'780 | 45'780 | 66'064 CHF | 66'522 CHF | 97.72% | 98.35% |
02.05.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 47'000 | 47'000 | 46'609 | 46'609 | 68'576 CHF | 69'042 CHF | 99.50% | 99.50% |