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 | 3.77% | 0.37 CHF | 0.38 CHF | 118'000 | 118'000 | 53'163 | 53'163 | 21'090 CHF | 21'783 CHF | 100.00% | 100.00% |
15.05.2024 | 3.73% | 0.39 CHF | 0.40 CHF | 118'000 | 118'000 | 52'097 | 52'097 | 21'125 CHF | 21'802 CHF | 99.98% | 99.98% |
14.05.2024 | 3.55% | 0.42 CHF | 0.43 CHF | 116'000 | 116'000 | 51'986 | 51'986 | 22'347 CHF | 23'023 CHF | 99.90% | 99.90% |
13.05.2024 | 3.50% | 0.43 CHF | 0.44 CHF | 116'000 | 116'000 | 52'023 | 52'023 | 22'581 CHF | 23'256 CHF | 100.00% | 100.00% |
10.05.2024 | 3.70% | 0.42 CHF | 0.43 CHF | 116'000 | 116'000 | 52'172 | 52'172 | 21'327 CHF | 22'004 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 54'079 | 54'079 | 15'027 CHF | 15'569 CHF | 98.39% | 98.39% |
07.05.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 122'000 | 122'000 | 54'140 | 54'140 | 14'848 CHF | 15'391 CHF | 98.97% | 98.97% |
06.05.2024 | 4.67% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 53'924 | 53'924 | 17'040 CHF | 17'733 CHF | 99.01% | 99.01% |
03.05.2024 | 3.93% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 53'248 | 53'248 | 19'759 CHF | 20'450 CHF | 99.98% | 99.98% |
02.05.2024 | 3.96% | 0.33 CHF | 0.34 CHF | 118'000 | 118'000 | 52'562 | 52'562 | 19'172 CHF | 19'853 CHF | 99.99% | 99.99% |