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 | 3.93% | 0.24 CHF | 0.25 CHF | 114'000 | 114'000 | 114'418 | 114'418 | 28'661 CHF | 29'806 CHF | 100.00% | 100.00% |
15.05.2024 | 4.27% | 0.26 CHF | 0.27 CHF | 114'000 | 114'000 | 112'900 | 112'900 | 26'197 CHF | 27'328 CHF | 100.00% | 100.00% |
14.05.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 24'388 CHF | 25'512 CHF | 100.00% | 100.00% |
13.05.2024 | 3.34% | 0.27 CHF | 0.28 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 34'703 CHF | 35'880 CHF | 100.00% | 100.00% |
10.05.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 32'649 CHF | 33'814 CHF | 100.00% | 100.00% |
08.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 33'608 CHF | 34'788 CHF | 98.98% | 98.98% |
07.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 118'000 | 118'000 | 117'952 | 117'952 | 34'664 CHF | 35'844 CHF | 99.66% | 99.66% |
06.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 36'566 CHF | 37'756 CHF | 100.00% | 100.00% |
03.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 36'944 CHF | 38'142 CHF | 99.99% | 99.99% |
02.05.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 35'330 CHF | 36'513 CHF | 99.99% | 99.99% |