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 | 1.16% | 3.44 CHF | 3.45 CHF | 34'000 | 34'000 | 19'227 | 19'227 | 64'777 CHF | 65'397 CHF | 100.00% | 100.00% |
15.05.2024 | 1.19% | 3.19 CHF | 3.20 CHF | 36'000 | 36'000 | 19'395 | 19'395 | 63'091 CHF | 63'708 CHF | 99.66% | 99.66% |
14.05.2024 | 1.21% | 3.33 CHF | 3.34 CHF | 35'000 | 35'000 | 19'474 | 19'474 | 63'329 CHF | 63'955 CHF | 100.00% | 100.00% |
13.05.2024 | 1.36% | 3.04 CHF | 3.05 CHF | 36'000 | 36'000 | 20'494 | 20'494 | 59'906 CHF | 60'568 CHF | 99.85% | 99.85% |
10.05.2024 | 1.28% | 2.91 CHF | 2.92 CHF | 37'000 | 37'000 | 20'581 | 20'581 | 61'813 CHF | 62'475 CHF | 99.84% | 99.84% |
08.05.2024 | 0.60% | 3.03 CHF | 3.04 CHF | 37'000 | 37'000 | 20'421 | 20'421 | 61'221 CHF | 61'552 CHF | 98.19% | 98.19% |
07.05.2024 | 0.60% | 2.95 CHF | 2.96 CHF | 37'000 | 37'000 | 20'578 | 20'578 | 61'911 CHF | 62'243 CHF | 99.89% | 99.89% |
06.05.2024 | 0.57% | 2.89 CHF | 2.90 CHF | 38'000 | 38'000 | 20'345 | 20'345 | 63'119 CHF | 63'445 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 3.13 CHF | 3.14 CHF | 36'000 | 36'000 | 20'179 | 20'179 | 63'395 CHF | 63'720 CHF | 99.44% | 99.44% |
02.05.2024 | 0.84% | 2.94 CHF | 2.95 CHF | 37'000 | 37'000 | 18'144 | 18'144 | 49'800 CHF | 50'113 CHF | 96.85% | 96.85% |