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 | 1.01% | 1.99 CHF | 2.01 CHF | 51'000 | 51'000 | 50'748 | 50'748 | 99'872 CHF | 100'888 CHF | 100.00% | 100.00% |
15.05.2024 | 1.06% | 1.99 CHF | 2.01 CHF | 51'000 | 51'000 | 51'466 | 51'466 | 96'996 CHF | 98'028 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 1.74 CHF | 1.76 CHF | 53'000 | 53'000 | 53'428 | 53'428 | 88'725 CHF | 89'793 CHF | 99.99% | 99.99% |
13.05.2024 | 1.42% | 1.38 CHF | 1.40 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 78'305 CHF | 79'425 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 1.42 CHF | 1.44 CHF | 56'000 | 56'000 | 56'044 | 56'044 | 78'404 CHF | 79'525 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 1.37 CHF | 1.39 CHF | 56'000 | 56'000 | 56'175 | 56'175 | 76'458 CHF | 77'581 CHF | 99.06% | 99.06% |
07.05.2024 | 1.51% | 1.38 CHF | 1.40 CHF | 56'000 | 56'000 | 56'773 | 56'773 | 74'661 CHF | 75'797 CHF | 99.66% | 99.66% |
06.05.2024 | 1.59% | 1.26 CHF | 1.28 CHF | 57'000 | 57'000 | 57'798 | 57'798 | 72'130 CHF | 73'286 CHF | 100.00% | 100.00% |
03.05.2024 | 1.54% | 1.28 CHF | 1.30 CHF | 57'000 | 57'000 | 57'027 | 57'027 | 73'588 CHF | 74'729 CHF | 100.00% | 100.00% |
02.05.2024 | 1.68% | 1.20 CHF | 1.22 CHF | 58'000 | 58'000 | 58'168 | 58'168 | 68'816 CHF | 69'979 CHF | 100.00% | 100.00% |