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 | 0.65% | 1.54 CHF | 1.55 CHF | 27'000 | 27'000 | 27'607 | 27'607 | 42'216 CHF | 42'492 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 28'000 | 28'000 | 27'936 | 27'936 | 41'796 CHF | 42'076 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 40'291 CHF | 40'571 CHF | 99.98% | 99.98% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 40'032 CHF | 40'315 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 38'142 CHF | 38'433 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 35'780 CHF | 36'082 CHF | 99.25% | 99.25% |
07.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 31'000 | 31'000 | 31'135 | 31'135 | 33'665 CHF | 33'976 CHF | 97.36% | 97.36% |
06.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 34'367 CHF | 34'677 CHF | 98.53% | 98.53% |
03.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 34'357 CHF | 34'667 CHF | 99.99% | 99.99% |
02.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 33'751 CHF | 34'062 CHF | 100.00% | 100.00% |