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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.43% | 1.76 CHF | 1.77 CHF | 49'000 | 49'000 | 21'858 | 21'858 | 36'974 CHF | 37'369 CHF | 99.69% | 99.69% |
13.05.2024 | 1.81% | 1.58 CHF | 1.59 CHF | 40'800 | 40'800 | 18'811 | 18'811 | 31'274 CHF | 31'712 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 1.81 CHF | 1.82 CHF | 46'500 | 46'500 | 20'813 | 20'813 | 36'507 CHF | 36'884 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 1.78 CHF | 1.79 CHF | 45'800 | 45'800 | 20'320 | 20'320 | 36'597 CHF | 36'968 CHF | 99.13% | 99.13% |
07.05.2024 | 1.36% | 1.69 CHF | 1.70 CHF | 51'600 | 51'600 | 23'120 | 23'120 | 39'644 CHF | 40'063 CHF | 99.77% | 99.77% |
06.05.2024 | 1.50% | 1.57 CHF | 1.58 CHF | 50'200 | 50'200 | 22'512 | 22'512 | 34'886 CHF | 35'293 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 1.63 CHF | 1.64 CHF | 48'100 | 48'100 | 20'964 | 20'964 | 33'392 CHF | 33'772 CHF | 99.95% | 99.95% |
02.05.2024 | 1.80% | 1.87 CHF | 1.88 CHF | 32'200 | 32'200 | 14'630 | 14'630 | 28'705 CHF | 29'091 CHF | 99.99% | 99.99% |
30.04.2024 | 1.45% | 2.35 CHF | 2.36 CHF | 36'100 | 36'100 | 15'981 | 15'981 | 35'422 CHF | 35'792 CHF | 99.99% | 99.99% |
29.04.2024 | 2.02% | 2.13 CHF | 2.14 CHF | 26'600 | 26'600 | 11'564 | 11'564 | 25'449 CHF | 25'799 CHF | 99.75% | 99.75% |