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 | 1.21% | 1.92 CHF | 1.93 CHF | 53'500 | 53'500 | 23'914 | 23'914 | 45'471 CHF | 45'905 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 1.94 CHF | 1.95 CHF | 55'800 | 55'800 | 24'840 | 24'840 | 46'307 CHF | 46'758 CHF | 99.34% | 99.34% |
14.05.2024 | 1.28% | 1.83 CHF | 1.84 CHF | 56'200 | 56'200 | 25'183 | 25'183 | 46'412 CHF | 46'868 CHF | 99.84% | 99.84% |
13.05.2024 | 1.30% | 1.73 CHF | 1.74 CHF | 61'600 | 61'600 | 25'108 | 25'108 | 45'003 CHF | 45'457 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 1.87 CHF | 1.88 CHF | 54'600 | 54'600 | 24'416 | 24'416 | 47'717 CHF | 48'159 CHF | 99.93% | 99.93% |
08.05.2024 | 0.94% | 1.70 CHF | 1.71 CHF | 65'900 | 65'900 | 29'229 | 29'229 | 48'550 CHF | 48'932 CHF | 97.02% | 97.02% |
07.05.2024 | 0.94% | 1.70 CHF | 1.71 CHF | 66'100 | 66'100 | 29'864 | 29'864 | 49'642 CHF | 50'029 CHF | 97.86% | 97.86% |
06.05.2024 | 0.94% | 1.66 CHF | 1.67 CHF | 69'500 | 69'500 | 31'232 | 31'232 | 51'608 CHF | 52'013 CHF | 99.24% | 99.24% |
03.05.2024 | 0.96% | 1.56 CHF | 1.57 CHF | 67'500 | 67'500 | 30'024 | 30'024 | 47'915 CHF | 48'306 CHF | 99.99% | 99.99% |
02.05.2024 | 1.00% | 1.62 CHF | 1.63 CHF | 69'800 | 69'800 | 30'690 | 30'690 | 47'799 CHF | 48'197 CHF | 100.00% | 100.00% |