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 | 1.19% | 3.34 CHF | 3.35 CHF | 34'000 | 34'000 | 19'227 | 19'227 | 62'868 CHF | 63'489 CHF | 100.00% | 100.00% |
15.05.2024 | 1.23% | 3.09 CHF | 3.10 CHF | 36'000 | 36'000 | 19'397 | 19'397 | 61'164 CHF | 61'781 CHF | 99.67% | 99.67% |
14.05.2024 | 1.25% | 3.23 CHF | 3.24 CHF | 35'000 | 35'000 | 19'474 | 19'474 | 61'393 CHF | 62'019 CHF | 100.00% | 100.00% |
13.05.2024 | 1.41% | 2.94 CHF | 2.95 CHF | 36'000 | 36'000 | 20'493 | 20'493 | 57'861 CHF | 58'522 CHF | 99.88% | 99.88% |
10.05.2024 | 1.32% | 2.81 CHF | 2.82 CHF | 37'000 | 37'000 | 20'574 | 20'574 | 59'750 CHF | 60'411 CHF | 99.84% | 99.84% |
08.05.2024 | 0.62% | 2.93 CHF | 2.94 CHF | 37'000 | 37'000 | 20'421 | 20'421 | 59'191 CHF | 59'522 CHF | 98.19% | 98.19% |
07.05.2024 | 0.62% | 2.85 CHF | 2.86 CHF | 37'000 | 37'000 | 20'578 | 20'578 | 59'863 CHF | 60'194 CHF | 99.88% | 99.88% |
06.05.2024 | 0.59% | 2.79 CHF | 2.80 CHF | 38'000 | 38'000 | 20'345 | 20'345 | 61'101 CHF | 61'428 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 3.03 CHF | 3.04 CHF | 36'000 | 36'000 | 20'184 | 20'184 | 61'413 CHF | 61'738 CHF | 99.47% | 99.47% |
02.05.2024 | 0.87% | 2.84 CHF | 2.85 CHF | 37'000 | 37'000 | 18'148 | 18'148 | 47'997 CHF | 48'310 CHF | 96.86% | 96.86% |