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 | 0.53% | 1.95 CHF | 1.96 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 86'142 CHF | 86'596 CHF | 100.00% | 100.00% |
16.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 47'000 | 47'000 | 46'481 | 46'481 | 81'286 CHF | 81'751 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 47'000 | 47'000 | 46'753 | 46'753 | 79'319 CHF | 79'788 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 47'000 | 47'000 | 47'318 | 47'318 | 78'314 CHF | 78'787 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 78'962 CHF | 79'435 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 82'904 CHF | 83'371 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 48'000 | 48'000 | 47'696 | 47'696 | 78'185 CHF | 78'662 CHF | 99.06% | 99.06% |
07.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 79'772 CHF | 80'239 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.59 CHF | 1.66 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 75'588 CHF | 76'065 CHF | 99.97% | 99.97% |