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 | 3.15% | 0.51 CHF | 0.52 CHF | 96'000 | 96'000 | 43'014 | 43'014 | 21'213 CHF | 21'773 CHF | 100.00% | 100.00% |
15.05.2024 | 2.87% | 0.49 CHF | 0.50 CHF | 96'000 | 96'000 | 42'907 | 42'907 | 22'306 CHF | 22'864 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.55 CHF | 0.56 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 23'159 CHF | 23'712 CHF | 100.00% | 100.00% |
13.05.2024 | 3.25% | 0.49 CHF | 0.50 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 20'694 CHF | 21'254 CHF | 100.00% | 100.00% |
10.05.2024 | 2.70% | 0.49 CHF | 0.50 CHF | 96'000 | 96'000 | 42'842 | 42'842 | 23'210 CHF | 23'767 CHF | 99.99% | 99.99% |
08.05.2024 | 2.67% | 0.56 CHF | 0.57 CHF | 94'000 | 94'000 | 42'066 | 42'066 | 23'752 CHF | 24'303 CHF | 98.40% | 98.40% |
07.05.2024 | 2.64% | 0.58 CHF | 0.59 CHF | 94'000 | 94'000 | 42'448 | 42'448 | 24'835 CHF | 25'390 CHF | 98.78% | 98.78% |
06.05.2024 | 2.87% | 0.53 CHF | 0.54 CHF | 96'000 | 96'000 | 43'260 | 43'260 | 23'162 CHF | 23'722 CHF | 99.10% | 99.10% |
03.05.2024 | 2.91% | 0.50 CHF | 0.51 CHF | 96'000 | 96'000 | 42'915 | 42'915 | 22'666 CHF | 23'223 CHF | 99.97% | 99.97% |
02.05.2024 | 3.25% | 0.48 CHF | 0.49 CHF | 96'000 | 96'000 | 43'078 | 43'078 | 20'561 CHF | 21'120 CHF | 99.99% | 99.99% |