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 | 1.42% | 4.64 CHF | 4.72 CHF | 12'400 | 12'400 | 13'225 | 13'222 | 67'771 CHF | 68'715 CHF | 99.79% | 99.79% |
15.05.2024 | 1.34% | 5.06 CHF | 5.13 CHF | 13'500 | 13'500 | 15'769 | 15'766 | 73'333 CHF | 74'298 CHF | 99.43% | 99.43% |
14.05.2024 | 1.65% | 4.08 CHF | 4.14 CHF | 16'500 | 16'500 | 17'333 | 17'333 | 62'750 CHF | 63'790 CHF | 99.98% | 99.98% |
13.05.2024 | 1.56% | 3.35 CHF | 3.41 CHF | 17'600 | 17'600 | 18'966 | 18'966 | 63'184 CHF | 64'175 CHF | 100.00% | 100.00% |
10.05.2024 | 1.59% | 3.07 CHF | 3.12 CHF | 19'400 | 19'400 | 20'938 | 20'938 | 65'195 CHF | 66'242 CHF | 99.61% | 99.61% |
08.05.2024 | 1.88% | 2.73 CHF | 2.78 CHF | 22'600 | 22'600 | 21'600 | 21'600 | 56'883 CHF | 57'963 CHF | 99.29% | 99.29% |
07.05.2024 | 1.67% | 2.83 CHF | 2.88 CHF | 21'300 | 21'300 | 22'594 | 22'594 | 56'591 CHF | 57'545 CHF | 100.00% | 100.00% |
06.05.2024 | 1.58% | 2.35 CHF | 2.39 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 57'754 CHF | 58'674 CHF | 100.00% | 100.00% |
03.05.2024 | 1.60% | 2.31 CHF | 2.35 CHF | 23'000 | 23'000 | 24'922 | 24'922 | 62'152 CHF | 63'149 CHF | 99.87% | 99.87% |
02.05.2024 | 1.70% | 2.40 CHF | 2.44 CHF | 25'500 | 25'500 | 25'423 | 25'423 | 59'241 CHF | 60'258 CHF | 99.99% | 99.99% |