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 | 0.69% | 1.49 CHF | 1.50 CHF | 36'800 | 36'800 | 36'917 | 36'917 | 53'246 CHF | 53'615 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.43 CHF | 1.44 CHF | 33'100 | 33'100 | 32'764 | 32'764 | 49'672 CHF | 50'000 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 35'300 | 35'300 | 36'024 | 36'024 | 56'711 CHF | 57'072 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 38'700 | 38'700 | 39'295 | 39'295 | 51'734 CHF | 52'127 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 39'300 | 39'300 | 38'777 | 38'777 | 53'000 CHF | 53'387 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 39'900 | 39'900 | 39'900 | 39'900 | 53'648 CHF | 54'047 CHF | 99.00% | 99.00% |
07.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 39'900 | 39'900 | 39'914 | 39'914 | 52'658 CHF | 53'057 CHF | 97.66% | 97.66% |
06.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 41'400 | 41'400 | 41'764 | 41'764 | 53'225 CHF | 53'643 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 42'500 | 42'500 | 42'424 | 42'424 | 53'955 CHF | 54'379 CHF | 99.99% | 99.99% |
02.05.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 42'300 | 42'300 | 41'710 | 41'710 | 54'518 CHF | 54'936 CHF | 99.99% | 99.99% |