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 | 0.64% | 3.02 CHF | 3.04 CHF | 23'000 | 23'000 | 22'563 | 22'563 | 70'381 CHF | 70'833 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 3.32 CHF | 3.34 CHF | 20'000 | 20'000 | 19'914 | 19'914 | 68'370 CHF | 68'770 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 3.62 CHF | 3.64 CHF | 21'100 | 21'100 | 21'013 | 21'013 | 76'376 CHF | 76'796 CHF | 99.95% | 99.95% |
13.05.2024 | 0.62% | 3.38 CHF | 3.40 CHF | 22'900 | 22'900 | 23'299 | 23'299 | 74'653 CHF | 75'119 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 2.97 CHF | 2.99 CHF | 23'300 | 23'300 | 23'396 | 23'396 | 68'891 CHF | 69'359 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 2.87 CHF | 2.89 CHF | 19'400 | 19'400 | 19'314 | 19'314 | 52'676 CHF | 53'062 CHF | 99.01% | 99.01% |
07.05.2024 | 0.57% | 3.70 CHF | 3.72 CHF | 20'000 | 20'000 | 20'231 | 20'231 | 70'839 CHF | 71'243 CHF | 97.66% | 97.66% |
06.05.2024 | 0.56% | 3.48 CHF | 3.50 CHF | 21'100 | 21'100 | 20'917 | 20'917 | 74'035 CHF | 74'453 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 3.32 CHF | 3.34 CHF | 21'900 | 21'900 | 21'810 | 21'810 | 72'415 CHF | 72'851 CHF | 99.97% | 99.97% |
02.05.2024 | 0.61% | 3.27 CHF | 3.29 CHF | 21'100 | 21'100 | 21'013 | 21'013 | 69'050 CHF | 69'470 CHF | 99.99% | 99.99% |