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 | 1.04% | 2.85 CHF | 2.88 CHF | 29'000 | 29'000 | 28'991 | 28'991 | 83'122 CHF | 83'992 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 2.77 CHF | 2.79 CHF | 30'900 | 30'900 | 31'878 | 31'878 | 84'870 CHF | 85'509 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 2.56 CHF | 2.58 CHF | 31'900 | 31'900 | 31'900 | 31'900 | 80'949 CHF | 81'587 CHF | 99.65% | 99.65% |
13.05.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 32'700 | 32'700 | 32'700 | 32'700 | 81'446 CHF | 82'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 2.43 CHF | 2.45 CHF | 32'500 | 32'500 | 32'500 | 32'500 | 81'825 CHF | 82'475 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 2.60 CHF | 2.62 CHF | 33'300 | 33'300 | 33'300 | 33'300 | 83'462 CHF | 84'128 CHF | 99.06% | 99.06% |
07.05.2024 | 0.84% | 2.43 CHF | 2.45 CHF | 34'800 | 34'800 | 35'146 | 35'146 | 83'621 CHF | 84'324 CHF | 97.80% | 97.80% |
06.05.2024 | 0.85% | 2.33 CHF | 2.35 CHF | 36'000 | 36'000 | 35'532 | 35'532 | 83'457 CHF | 84'168 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 2.28 CHF | 2.30 CHF | 35'000 | 35'000 | 34'779 | 34'779 | 80'761 CHF | 81'457 CHF | 99.98% | 99.98% |
02.05.2024 | 1.18% | 2.46 CHF | 2.49 CHF | 29'400 | 29'400 | 29'388 | 29'388 | 74'159 CHF | 75'041 CHF | 99.99% | 99.99% |