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 | 0.83% | 2.41 CHF | 2.43 CHF | 51'000 | 51'000 | 50'750 | 50'750 | 121'448 CHF | 122'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.87% | 2.41 CHF | 2.43 CHF | 51'000 | 51'000 | 51'464 | 51'464 | 118'928 CHF | 119'959 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 2.16 CHF | 2.18 CHF | 53'000 | 53'000 | 53'429 | 53'429 | 111'477 CHF | 112'546 CHF | 99.97% | 99.97% |
13.05.2024 | 1.09% | 1.81 CHF | 1.83 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 102'124 CHF | 103'244 CHF | 100.00% | 100.00% |
10.05.2024 | 1.09% | 1.84 CHF | 1.86 CHF | 56'000 | 56'000 | 56'044 | 56'044 | 102'233 CHF | 103'354 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 1.79 CHF | 1.81 CHF | 56'000 | 56'000 | 56'175 | 56'175 | 100'353 CHF | 101'476 CHF | 99.06% | 99.06% |
07.05.2024 | 1.14% | 1.80 CHF | 1.82 CHF | 56'000 | 56'000 | 56'799 | 56'799 | 98'904 CHF | 100'040 CHF | 99.60% | 99.60% |
06.05.2024 | 1.19% | 1.69 CHF | 1.71 CHF | 57'000 | 57'000 | 57'797 | 57'797 | 96'712 CHF | 97'868 CHF | 100.00% | 100.00% |
03.05.2024 | 1.16% | 1.71 CHF | 1.73 CHF | 57'000 | 57'000 | 57'027 | 57'027 | 97'806 CHF | 98'946 CHF | 99.99% | 99.99% |
02.05.2024 | 1.24% | 1.63 CHF | 1.65 CHF | 58'000 | 58'000 | 58'168 | 58'168 | 93'490 CHF | 94'653 CHF | 100.00% | 100.00% |