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 | 3.48% | 5.24 CHF | 5.27 CHF | 10'600 | 10'600 | 5'923 | 5'923 | 29'525 CHF | 30'359 CHF | 100.00% | 100.00% |
15.05.2024 | 3.57% | 4.43 CHF | 4.46 CHF | 11'200 | 11'200 | 6'064 | 6'064 | 27'887 CHF | 28'706 CHF | 99.67% | 99.67% |
14.05.2024 | 3.55% | 4.86 CHF | 4.89 CHF | 11'700 | 11'700 | 6'584 | 6'584 | 30'285 CHF | 31'138 CHF | 97.13% | 97.13% |
13.05.2024 | 3.38% | 4.06 CHF | 4.08 CHF | 14'600 | 14'600 | 8'271 | 8'271 | 31'049 CHF | 31'869 CHF | 99.48% | 99.48% |
10.05.2024 | 3.59% | 3.77 CHF | 3.79 CHF | 12'900 | 12'900 | 7'012 | 7'012 | 28'235 CHF | 29'064 CHF | 99.59% | 99.59% |
08.05.2024 | 1.36% | 4.12 CHF | 4.14 CHF | 13'200 | 13'200 | 7'248 | 7'248 | 29'148 CHF | 29'484 CHF | 98.18% | 98.18% |
07.05.2024 | 1.36% | 3.88 CHF | 3.90 CHF | 13'000 | 13'000 | 7'116 | 7'116 | 28'864 CHF | 29'201 CHF | 99.48% | 99.48% |
06.05.2024 | 1.29% | 3.68 CHF | 3.70 CHF | 12'200 | 12'200 | 6'514 | 6'514 | 28'307 CHF | 28'634 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 4.46 CHF | 4.49 CHF | 11'500 | 11'500 | 6'355 | 6'355 | 28'392 CHF | 28'724 CHF | 99.41% | 99.41% |
02.05.2024 | 1.74% | 4.04 CHF | 4.06 CHF | 15'800 | 15'800 | 7'725 | 7'725 | 27'512 CHF | 27'838 CHF | 96.81% | 96.81% |