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 | 2.07% | 0.72 CHF | 0.73 CHF | 72'000 | 72'000 | 32'174 | 32'174 | 23'866 CHF | 24'285 CHF | 99.90% | 99.90% |
14.05.2024 | 2.02% | 0.77 CHF | 0.78 CHF | 72'000 | 72'000 | 32'221 | 32'221 | 24'657 CHF | 25'076 CHF | 99.89% | 99.89% |
13.05.2024 | 2.08% | 0.76 CHF | 0.77 CHF | 72'000 | 72'000 | 32'287 | 32'287 | 24'337 CHF | 24'756 CHF | 99.84% | 99.84% |
10.05.2024 | 1.98% | 0.78 CHF | 0.79 CHF | 72'000 | 72'000 | 32'251 | 32'251 | 25'074 CHF | 25'493 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.67 CHF | 0.68 CHF | 72'000 | 72'000 | 32'124 | 32'124 | 21'800 CHF | 22'219 CHF | 98.19% | 98.19% |
07.05.2024 | 2.94% | 0.71 CHF | 0.72 CHF | 72'000 | 72'000 | 23'863 | 23'863 | 17'726 CHF | 18'094 CHF | 99.88% | 99.88% |
06.05.2024 | 2.61% | 0.73 CHF | 0.74 CHF | 72'000 | 72'000 | 28'251 | 28'251 | 21'505 CHF | 21'919 CHF | 97.83% | 97.83% |
03.05.2024 | 1.97% | 0.80 CHF | 0.81 CHF | 72'000 | 72'000 | 32'253 | 32'253 | 24'959 CHF | 25'378 CHF | 99.99% | 99.99% |
02.05.2024 | 2.21% | 0.73 CHF | 0.74 CHF | 72'000 | 72'000 | 32'064 | 32'064 | 22'532 CHF | 22'949 CHF | 98.56% | 98.56% |
30.04.2024 | 2.59% | 0.63 CHF | 0.64 CHF | 74'000 | 74'000 | 33'449 | 33'449 | 20'204 CHF | 20'640 CHF | 100.00% | 100.00% |