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 | 2.15% | 6.87 CHF | 6.90 CHF | 26'600 | 26'600 | 11'755 | 11'755 | 75'713 CHF | 76'811 CHF | 100.00% | 100.00% |
15.05.2024 | 2.17% | 6.24 CHF | 6.27 CHF | 21'100 | 21'100 | 9'748 | 9'748 | 66'529 CHF | 67'579 CHF | 100.00% | 100.00% |
14.05.2024 | 2.14% | 7.75 CHF | 7.78 CHF | 21'900 | 21'900 | 9'703 | 9'703 | 72'776 CHF | 73'842 CHF | 97.00% | 97.00% |
13.05.2024 | 2.15% | 7.66 CHF | 7.70 CHF | 20'000 | 20'000 | 8'956 | 8'956 | 69'862 CHF | 70'956 CHF | 99.85% | 99.85% |
10.05.2024 | 2.07% | 8.00 CHF | 8.03 CHF | 20'600 | 20'600 | 9'266 | 9'266 | 72'829 CHF | 73'882 CHF | 99.73% | 99.73% |
08.05.2024 | 2.10% | 8.28 CHF | 8.32 CHF | 18'900 | 18'900 | 8'403 | 8'403 | 71'024 CHF | 72'097 CHF | 98.19% | 98.19% |
07.05.2024 | 2.18% | 8.61 CHF | 8.64 CHF | 20'000 | 20'000 | 8'954 | 8'954 | 71'875 CHF | 72'938 CHF | 99.43% | 99.43% |
06.05.2024 | 2.18% | 8.44 CHF | 8.48 CHF | 18'300 | 18'300 | 8'202 | 8'202 | 68'097 CHF | 69'167 CHF | 100.00% | 100.00% |
03.05.2024 | 2.14% | 9.06 CHF | 9.10 CHF | 17'200 | 17'200 | 7'699 | 7'699 | 70'262 CHF | 71'329 CHF | 99.97% | 99.97% |
02.05.2024 | 2.16% | 9.18 CHF | 9.22 CHF | 18'200 | 18'200 | 7'919 | 7'919 | 70'242 CHF | 71'301 CHF | 98.57% | 98.57% |