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 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'814'050 CHF | 2'827'550 CHF | 99.71% | 99.71% |
15.05.2024 | - | 1'030.00 CHF | - CHF | 2'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.04% |
14.05.2024 | - | 1'015.00 CHF | - CHF | 2'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.85% |
13.05.2024 | - | 1'005.00 CHF | - CHF | 2'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
10.05.2024 | - | 1'005.00 CHF | - CHF | 2'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.05.2024 | 0.50% | 1'000.00 CHF | 1'005.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'699'970 CHF | 2'713'470 CHF | 97.57% | 97.57% |
07.05.2024 | 0.50% | 995.00 CHF | 1'000.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'669'340 CHF | 2'682'840 CHF | 99.63% | 99.63% |
06.05.2024 | 0.51% | 975.00 CHF | 980.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'638'120 CHF | 2'651'600 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 970.00 CHF | 974.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'618'550 CHF | 2'629'660 CHF | 99.83% | 99.83% |
02.05.2024 | 0.41% | 965.00 CHF | 969.00 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 2'615'620 CHF | 2'626'480 CHF | 99.99% | 99.99% |