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 | 0.95% | 2.07 CHF | 2.09 CHF | 30'500 | 30'500 | 30'474 | 30'474 | 64'079 CHF | 64'689 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 1.98 CHF | 2.00 CHF | 31'900 | 31'900 | 31'819 | 31'819 | 61'427 CHF | 62'065 CHF | 100.00% | 100.00% |
14.05.2024 | 1.06% | 1.89 CHF | 1.91 CHF | 30'500 | 30'500 | 30'498 | 30'498 | 57'363 CHF | 57'973 CHF | 100.00% | 100.00% |
13.05.2024 | 0.98% | 2.00 CHF | 2.02 CHF | 33'500 | 33'500 | 33'500 | 33'500 | 67'883 CHF | 68'553 CHF | 99.47% | 99.47% |
10.05.2024 | 1.14% | 1.76 CHF | 1.78 CHF | 36'300 | 36'300 | 37'231 | 37'231 | 65'024 CHF | 65'769 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.20 CHF | 1.21 CHF | 43'400 | 43'400 | 43'395 | 43'395 | 54'528 CHF | 54'962 CHF | 98.93% | 98.93% |
07.05.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 43'000 | 43'000 | 41'449 | 41'449 | 61'713 CHF | 62'127 CHF | 99.41% | 99.41% |
06.05.2024 | 1.32% | 1.50 CHF | 1.52 CHF | 38'100 | 38'100 | 38'540 | 38'540 | 57'962 CHF | 58'733 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 1.54 CHF | 1.56 CHF | 38'300 | 38'300 | 38'316 | 38'316 | 59'522 CHF | 60'289 CHF | 99.90% | 99.90% |
02.05.2024 | 1.29% | 1.56 CHF | 1.58 CHF | 35'700 | 35'700 | 35'759 | 35'759 | 54'928 CHF | 55'643 CHF | 98.56% | 98.56% |