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 | 1.20% | 0.73 CHF | 0.74 CHF | 34'400 | 34'400 | 34'371 | 34'371 | 28'769 CHF | 29'113 CHF | 100.00% | 100.00% |
15.05.2024 | 0.98% | 0.90 CHF | 0.91 CHF | 30'300 | 30'300 | 30'223 | 30'223 | 31'026 CHF | 31'329 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 0.95 CHF | 0.96 CHF | 26'700 | 26'700 | 26'700 | 26'700 | 30'093 CHF | 30'360 CHF | 99.79% | 99.79% |
13.05.2024 | 0.97% | 1.15 CHF | 1.16 CHF | 28'400 | 28'400 | 28'400 | 28'400 | 29'314 CHF | 29'598 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 37'300 | 37'300 | 37'300 | 37'300 | 30'994 CHF | 31'367 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.84 CHF | 0.85 CHF | 28'200 | 28'200 | 28'197 | 28'197 | 27'750 CHF | 28'032 CHF | 99.63% | 99.63% |
07.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 26'900 | 26'900 | 26'895 | 26'895 | 29'171 CHF | 29'440 CHF | 99.83% | 99.83% |
06.05.2024 | 1.14% | 1.08 CHF | 1.09 CHF | 32'400 | 32'400 | 32'400 | 32'400 | 28'520 CHF | 28'844 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 32'800 | 32'800 | 32'800 | 32'800 | 32'219 CHF | 32'547 CHF | 100.00% | 100.00% |
02.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 39'900 | 39'900 | 39'900 | 39'900 | 32'396 CHF | 32'795 CHF | 100.00% | 100.00% |