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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.46% | 4.64 CHF | 4.66 CHF | 73'500 | 73'500 | 73'495 | 73'500 | 318'283 CHF | 319'777 CHF | 99.79% | 99.79% |
16.05.2024 | 0.50% | 3.63 CHF | 3.65 CHF | 68'500 | 68'500 | 68'454 | 68'454 | 273'630 CHF | 275'000 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 4.11 CHF | 4.13 CHF | 71'400 | 71'400 | 71'213 | 71'203 | 318'472 CHF | 319'870 CHF | 99.89% | 99.89% |
14.05.2024 | 0.55% | 4.13 CHF | 4.15 CHF | 84'500 | 84'500 | 84'487 | 84'487 | 306'962 CHF | 308'652 CHF | 99.99% | 99.99% |
13.05.2024 | 0.68% | 3.01 CHF | 3.03 CHF | 97'400 | 97'400 | 97'400 | 97'392 | 287'388 CHF | 289'313 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 2.61 CHF | 2.63 CHF | 108'700 | 108'700 | 108'700 | 108'700 | 304'878 CHF | 307'052 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 2.19 CHF | 2.21 CHF | 104'600 | 104'600 | 104'587 | 104'587 | 229'267 CHF | 231'359 CHF | 99.29% | 99.29% |
07.05.2024 | 0.83% | 2.53 CHF | 2.55 CHF | 103'100 | 103'100 | 103'048 | 103'048 | 248'322 CHF | 250'384 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 112'100 | 112'100 | 112'100 | 112'100 | 286'456 CHF | 287'577 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 124'600 | 124'600 | 124'600 | 124'600 | 275'823 CHF | 277'069 CHF | 99.93% | 99.93% |