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 | 0.92% | 2.18 CHF | 2.20 CHF | 19'300 | 19'300 | 19'202 | 19'202 | 41'843 CHF | 42'228 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 2.20 CHF | 2.22 CHF | 18'100 | 18'100 | 17'833 | 17'833 | 42'578 CHF | 42'936 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 2.43 CHF | 2.45 CHF | 19'100 | 19'100 | 19'255 | 19'255 | 45'986 CHF | 46'371 CHF | 99.97% | 99.97% |
13.05.2024 | 0.91% | 2.26 CHF | 2.28 CHF | 21'200 | 21'200 | 21'266 | 21'266 | 46'724 CHF | 47'150 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 2.04 CHF | 2.06 CHF | 20'600 | 20'600 | 20'412 | 20'412 | 44'035 CHF | 44'443 CHF | 99.99% | 99.99% |
08.05.2024 | 1.00% | 1.97 CHF | 1.99 CHF | 20'600 | 20'600 | 20'583 | 20'583 | 41'018 CHF | 41'429 CHF | 99.06% | 99.06% |
07.05.2024 | 0.95% | 2.14 CHF | 2.16 CHF | 21'900 | 21'900 | 21'805 | 21'805 | 45'821 CHF | 46'258 CHF | 97.80% | 97.80% |
06.05.2024 | 1.01% | 1.98 CHF | 2.00 CHF | 23'100 | 23'100 | 23'171 | 23'171 | 45'575 CHF | 46'038 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 1.85 CHF | 1.87 CHF | 25'800 | 25'800 | 25'744 | 25'744 | 46'846 CHF | 47'361 CHF | 99.95% | 99.95% |
02.05.2024 | 1.19% | 1.69 CHF | 1.71 CHF | 26'500 | 26'500 | 26'391 | 26'391 | 43'969 CHF | 44'496 CHF | 100.00% | 100.00% |