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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.36% | 8.07 CHF | 8.10 CHF | 20'700 | 20'700 | 20'776 | 20'776 | 170'680 CHF | 171'304 CHF | 82.41% | 100.00% |
23.05.2024 | - | 7.28 CHF | - CHF | 20'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
22.05.2024 | - | 17.04 CHF | - CHF | 8'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
21.05.2024 | 0.36% | 24.95 CHF | 19.82 CHF | 9'300 | 8'700 | 8'681 | 8'681 | 170'249 CHF | 170'858 CHF | 19.02% | 99.99% |
17.05.2024 | 0.35% | 14.95 CHF | 14.99 CHF | 16'600 | 16'600 | 16'649 | 16'649 | 193'691 CHF | 194'357 CHF | 100.00% | 100.00% |
16.05.2024 | 0.37% | 9.54 CHF | 9.58 CHF | 16'700 | 16'700 | 20'118 | 20'118 | 193'978 CHF | 194'664 CHF | 99.99% | 99.99% |
15.05.2024 | 0.35% | 9.08 CHF | 9.11 CHF | 23'500 | 23'500 | 25'434 | 25'434 | 182'694 CHF | 183'325 CHF | 99.81% | 99.81% |
14.05.2024 | 0.34% | 6.04 CHF | 6.06 CHF | 27'600 | 27'600 | 29'598 | 29'598 | 173'092 CHF | 173'684 CHF | 99.85% | 99.85% |
13.05.2024 | 0.48% | 5.23 CHF | 5.25 CHF | 31'700 | 31'700 | 27'648 | 27'648 | 146'495 CHF | 147'162 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 5.37 CHF | 5.40 CHF | 23'400 | 23'400 | 29'087 | 29'087 | 195'381 CHF | 196'081 CHF | 99.99% | 99.99% |