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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.08% | 2.83 CHF | 2.88 CHF | 17'700 | 17'700 | 17'360 | 17'093 | 46'984 CHF | 47'222 CHF | 99.99% | 99.99% |
14.05.2024 | 2.15% | 2.68 CHF | 2.74 CHF | 14'800 | 14'800 | 14'550 | 14'328 | 45'115 CHF | 45'347 CHF | 99.99% | 99.99% |
13.05.2024 | 1.91% | 2.75 CHF | 2.79 CHF | 21'700 | 21'700 | 21'339 | 21'012 | 50'511 CHF | 50'691 CHF | 100.00% | 100.00% |
10.05.2024 | 1.82% | 2.00 CHF | 2.03 CHF | 25'800 | 25'800 | 25'366 | 24'978 | 47'449 CHF | 47'527 CHF | 99.60% | 99.60% |
08.05.2024 | 1.99% | 1.79 CHF | 1.82 CHF | 32'200 | 32'200 | 31'654 | 31'168 | 53'014 CHF | 53'268 CHF | 99.29% | 99.29% |
07.05.2024 | 2.37% | 1.46 CHF | 1.50 CHF | 22'300 | 22'300 | 21'915 | 21'579 | 40'924 CHF | 41'138 CHF | 100.00% | 100.00% |
06.05.2024 | 2.00% | 2.19 CHF | 2.23 CHF | 19'400 | 19'400 | 19'076 | 18'784 | 42'774 CHF | 42'893 CHF | 100.00% | 100.00% |
03.05.2024 | 2.49% | 2.21 CHF | 2.26 CHF | 19'000 | 19'000 | 18'681 | 18'395 | 40'830 CHF | 41'110 CHF | 99.95% | 99.95% |
02.05.2024 | 2.44% | 2.45 CHF | 2.50 CHF | 18'600 | 18'600 | 18'275 | 17'999 | 40'915 CHF | 41'180 CHF | 99.99% | 99.99% |
30.04.2024 | 1.76% | 1.90 CHF | 1.93 CHF | 26'200 | 26'200 | 25'713 | 25'354 | 50'027 CHF | 50'179 CHF | 100.00% | 100.00% |