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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 28'000 | 28'000 | 27'902 | 27'902 | 37'020 CHF | 37'300 CHF | 100.00% | 100.00% |
22.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 28'000 | 28'000 | 28'000 | 28'000 | 35'836 CHF | 36'116 CHF | 100.00% | 100.00% |
21.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 28'000 | 28'000 | 27'986 | 27'986 | 36'328 CHF | 36'608 CHF | 96.40% | 96.40% |
17.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 28'000 | 28'000 | 27'975 | 27'975 | 36'965 CHF | 37'245 CHF | 100.00% | 100.00% |
16.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 27'000 | 27'000 | 27'606 | 27'606 | 37'138 CHF | 37'414 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 28'000 | 28'000 | 27'938 | 27'938 | 36'714 CHF | 36'994 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 35'150 CHF | 35'430 CHF | 99.98% | 99.98% |
13.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 34'882 CHF | 35'165 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 32'849 CHF | 33'140 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 30'226 CHF | 30'529 CHF | 99.25% | 99.25% |