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 | 2.33% | 1.52 CHF | 1.53 CHF | 96'700 | 96'700 | 42'598 | 42'598 | 67'542 CHF | 68'735 CHF | 99.65% | 99.65% |
22.05.2024 | 2.37% | 1.67 CHF | 1.68 CHF | 90'300 | 90'300 | 40'454 | 40'454 | 68'975 CHF | 70'184 CHF | 100.00% | 100.00% |
21.05.2024 | 2.35% | 1.69 CHF | 1.70 CHF | 85'700 | 85'700 | 38'369 | 38'369 | 69'523 CHF | 70'714 CHF | 98.77% | 98.77% |
17.05.2024 | 2.38% | 1.80 CHF | 1.81 CHF | 87'200 | 87'200 | 39'092 | 39'092 | 70'382 CHF | 71'604 CHF | 99.26% | 99.26% |
16.05.2024 | 2.19% | 1.79 CHF | 1.80 CHF | 81'200 | 81'200 | 35'734 | 35'734 | 68'315 CHF | 69'424 CHF | 100.00% | 100.00% |
15.05.2024 | 2.22% | 2.00 CHF | 2.01 CHF | 86'700 | 86'700 | 39'935 | 39'935 | 73'688 CHF | 74'849 CHF | 100.00% | 100.00% |
14.05.2024 | 2.24% | 1.65 CHF | 1.66 CHF | 94'800 | 94'800 | 41'993 | 41'993 | 71'076 CHF | 72'244 CHF | 97.01% | 97.01% |
13.05.2024 | 2.40% | 1.68 CHF | 1.69 CHF | 99'500 | 99'500 | 44'636 | 44'636 | 72'717 CHF | 73'980 CHF | 99.50% | 99.50% |
10.05.2024 | 2.38% | 1.61 CHF | 1.62 CHF | 97'700 | 97'700 | 43'822 | 43'822 | 71'085 CHF | 72'326 CHF | 99.73% | 99.73% |
08.05.2024 | 2.41% | 1.56 CHF | 1.57 CHF | 102'700 | 102'700 | 45'405 | 45'405 | 68'837 CHF | 70'044 CHF | 98.18% | 98.18% |