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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.48% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 112'138 | 112'138 | 31'718 CHF | 32'840 CHF | 100.00% | 100.00% |
21.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 114'000 | 114'000 | 114'292 | 114'292 | 36'516 CHF | 37'660 CHF | 100.00% | 100.00% |
17.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 112'000 | 112'000 | 112'578 | 112'578 | 32'206 CHF | 33'331 CHF | 100.00% | 100.00% |
16.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 114'000 | 114'000 | 114'417 | 114'417 | 34'266 CHF | 35'411 CHF | 100.00% | 100.00% |
15.05.2024 | 3.54% | 0.31 CHF | 0.32 CHF | 114'000 | 114'000 | 112'899 | 112'899 | 31'672 CHF | 32'803 CHF | 100.00% | 100.00% |
14.05.2024 | 3.76% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 29'878 CHF | 31'002 CHF | 99.99% | 99.99% |
13.05.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 40'362 CHF | 41'539 CHF | 100.00% | 100.00% |
10.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 38'257 CHF | 39'422 CHF | 100.00% | 100.00% |
08.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 39'355 CHF | 40'535 CHF | 99.00% | 99.00% |
07.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 117'954 | 117'954 | 40'444 CHF | 41'624 CHF | 99.66% | 99.66% |