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 | 0.57% | 1.80 CHF | 1.81 CHF | 67'800 | 67'800 | 67'745 | 67'745 | 118'722 CHF | 119'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 68'200 | 68'200 | 68'089 | 68'089 | 113'260 CHF | 113'942 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.63 CHF | 1.64 CHF | 65'500 | 65'500 | 66'011 | 66'011 | 112'698 CHF | 113'358 CHF | 99.70% | 99.70% |
13.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 61'500 | 61'500 | 61'500 | 61'500 | 108'548 CHF | 109'163 CHF | 99.86% | 99.86% |
10.05.2024 | 0.52% | 1.83 CHF | 1.84 CHF | 50'900 | 50'900 | 51'433 | 51'433 | 99'421 CHF | 99'935 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 48'200 | 48'200 | 48'200 | 48'200 | 104'787 CHF | 105'269 CHF | 98.93% | 98.93% |
07.05.2024 | 0.40% | 2.33 CHF | 2.34 CHF | 40'600 | 40'600 | 40'675 | 40'675 | 100'528 CHF | 100'935 CHF | 99.41% | 99.41% |
06.05.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 40'600 | 40'600 | 40'547 | 40'547 | 107'504 CHF | 107'909 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.79 CHF | 2.80 CHF | 44'300 | 44'300 | 44'281 | 44'281 | 117'581 CHF | 118'024 CHF | 99.92% | 99.92% |
02.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 44'600 | 44'600 | 44'725 | 44'725 | 113'688 CHF | 114'135 CHF | 98.56% | 98.56% |