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 | 0.64% | 3.23 CHF | 3.25 CHF | 25'100 | 25'100 | 24'894 | 24'894 | 78'185 CHF | 78'684 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 3.12 CHF | 3.14 CHF | 22'600 | 22'600 | 22'613 | 22'613 | 71'671 CHF | 72'150 CHF | 99.99% | 99.99% |
14.05.2024 | 0.58% | 3.34 CHF | 3.36 CHF | 23'200 | 23'200 | 23'316 | 23'316 | 80'074 CHF | 80'540 CHF | 99.97% | 99.97% |
13.05.2024 | 0.59% | 3.36 CHF | 3.38 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 77'673 CHF | 78'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 3.32 CHF | 3.35 CHF | 22'100 | 22'100 | 21'992 | 21'992 | 72'647 CHF | 73'307 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 3.45 CHF | 3.48 CHF | 21'500 | 21'500 | 21'416 | 21'416 | 73'764 CHF | 74'406 CHF | 99.15% | 99.15% |
07.05.2024 | 0.82% | 3.55 CHF | 3.58 CHF | 19'900 | 19'900 | 20'095 | 20'095 | 72'927 CHF | 73'530 CHF | 99.76% | 99.76% |
06.05.2024 | 0.79% | 3.79 CHF | 3.82 CHF | 20'100 | 20'100 | 20'100 | 20'100 | 75'806 CHF | 76'409 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 3.80 CHF | 3.83 CHF | 17'800 | 17'800 | 18'037 | 18'037 | 71'407 CHF | 71'948 CHF | 99.95% | 99.95% |
02.05.2024 | 0.71% | 4.23 CHF | 4.26 CHF | 18'300 | 18'300 | 18'303 | 18'303 | 77'271 CHF | 77'820 CHF | 99.97% | 99.97% |