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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.00% | 3.70 CHF | 3.73 CHF | 31'500 | 31'500 | 30'415 | 30'415 | 113'736 CHF | 114'880 CHF | 99.94% | 99.94% |
22.05.2024 | 0.99% | 3.98 CHF | 4.02 CHF | 30'100 | 30'100 | 30'023 | 30'023 | 121'084 CHF | 122'285 CHF | 100.00% | 100.00% |
21.05.2024 | 1.02% | 4.16 CHF | 4.20 CHF | 30'000 | 30'000 | 29'745 | 29'745 | 116'481 CHF | 117'671 CHF | 100.00% | 100.00% |
17.05.2024 | 0.95% | 4.39 CHF | 4.43 CHF | 29'000 | 29'000 | 29'157 | 29'157 | 122'538 CHF | 123'704 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 4.00 CHF | 4.04 CHF | 29'200 | 29'200 | 30'012 | 30'012 | 126'511 CHF | 127'482 CHF | 99.99% | 99.99% |
15.05.2024 | 0.76% | 4.15 CHF | 4.18 CHF | 30'300 | 30'300 | 32'448 | 32'448 | 128'850 CHF | 129'826 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 3.70 CHF | 3.73 CHF | 33'200 | 33'200 | 33'956 | 33'956 | 118'292 CHF | 119'311 CHF | 99.99% | 99.99% |
13.05.2024 | 0.90% | 3.35 CHF | 3.38 CHF | 34'200 | 34'200 | 35'339 | 35'339 | 117'829 CHF | 118'889 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 3.20 CHF | 3.23 CHF | 35'700 | 35'700 | 36'932 | 36'932 | 118'979 CHF | 120'087 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 3.01 CHF | 3.04 CHF | 38'100 | 38'100 | 37'407 | 37'407 | 110'662 CHF | 111'784 CHF | 99.29% | 99.29% |