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 | 3.99% | 0.80 CHF | 0.81 CHF | 61'500 | 61'500 | 34'204 | 34'204 | 28'153 CHF | 29'119 CHF | 100.00% | 100.00% |
15.05.2024 | 3.82% | 0.94 CHF | 0.95 CHF | 62'200 | 62'200 | 33'652 | 33'652 | 30'124 CHF | 31'064 CHF | 99.67% | 99.67% |
14.05.2024 | 4.06% | 0.87 CHF | 0.88 CHF | 54'600 | 54'600 | 30'638 | 30'638 | 27'660 CHF | 28'635 CHF | 97.13% | 97.13% |
13.05.2024 | 4.04% | 1.11 CHF | 1.12 CHF | 38'200 | 38'200 | 21'598 | 21'598 | 25'820 CHF | 26'732 CHF | 99.48% | 99.48% |
10.05.2024 | 4.04% | 1.25 CHF | 1.26 CHF | 48'300 | 48'300 | 26'145 | 26'145 | 30'309 CHF | 31'295 CHF | 99.84% | 99.84% |
08.05.2024 | 1.50% | 1.16 CHF | 1.17 CHF | 44'300 | 44'300 | 24'337 | 24'337 | 29'022 CHF | 29'416 CHF | 98.18% | 98.18% |
07.05.2024 | 1.53% | 1.23 CHF | 1.24 CHF | 47'000 | 47'000 | 25'613 | 25'613 | 30'172 CHF | 30'582 CHF | 99.48% | 99.48% |
06.05.2024 | 1.69% | 1.26 CHF | 1.27 CHF | 53'200 | 53'200 | 28'258 | 28'258 | 31'079 CHF | 31'531 CHF | 100.00% | 100.00% |
03.05.2024 | 1.66% | 1.07 CHF | 1.08 CHF | 52'100 | 52'100 | 28'745 | 28'745 | 30'839 CHF | 31'301 CHF | 99.47% | 99.47% |
02.05.2024 | 2.20% | 1.49 CHF | 1.51 CHF | 23'500 | 23'500 | 11'455 | 11'455 | 20'617 CHF | 21'008 CHF | 96.83% | 96.83% |