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 | 1.46% | 0.72 CHF | 0.73 CHF | 61'900 | 61'900 | 61'296 | 61'296 | 41'647 CHF | 42'260 CHF | 100.00% | 100.00% |
15.05.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 51'200 | 51'200 | 51'247 | 51'247 | 35'618 CHF | 36'132 CHF | 100.00% | 100.00% |
14.05.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 52'900 | 52'900 | 53'191 | 53'191 | 43'557 CHF | 44'089 CHF | 99.98% | 99.98% |
13.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 52'100 | 52'100 | 52'100 | 52'100 | 41'265 CHF | 41'786 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 48'600 | 48'600 | 48'329 | 48'329 | 36'815 CHF | 37'298 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 45'800 | 45'800 | 45'633 | 45'633 | 37'870 CHF | 38'326 CHF | 99.15% | 99.15% |
07.05.2024 | 2.16% | 0.87 CHF | 0.89 CHF | 39'500 | 39'500 | 39'896 | 39'896 | 36'500 CHF | 37'298 CHF | 99.76% | 99.76% |
06.05.2024 | 2.00% | 1.00 CHF | 1.02 CHF | 39'600 | 39'600 | 39'600 | 39'600 | 39'244 CHF | 40'036 CHF | 100.00% | 100.00% |
03.05.2024 | 1.82% | 1.00 CHF | 1.02 CHF | 31'700 | 31'700 | 32'053 | 32'053 | 35'254 CHF | 35'895 CHF | 99.98% | 99.98% |
02.05.2024 | 1.58% | 1.26 CHF | 1.28 CHF | 32'600 | 32'600 | 32'594 | 32'594 | 40'991 CHF | 41'643 CHF | 99.99% | 99.99% |