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 | 1.81% | 0.57 CHF | 0.58 CHF | 98'000 | 98'000 | 44'221 | 44'221 | 24'879 CHF | 25'323 CHF | 100.00% | 100.00% |
15.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 99'000 | 99'000 | 44'422 | 44'422 | 24'064 CHF | 24'509 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 24'003 CHF | 24'450 CHF | 99.99% | 99.99% |
13.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 99'000 | 99'000 | 44'541 | 44'541 | 23'926 CHF | 24'372 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 23'641 CHF | 24'087 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 98'000 | 98'000 | 43'822 | 43'822 | 23'911 CHF | 24'350 CHF | 99.07% | 99.07% |
07.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 99'000 | 99'000 | 44'258 | 44'258 | 24'303 CHF | 24'747 CHF | 99.94% | 99.94% |
06.05.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 22'592 CHF | 23'039 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 44'738 | 44'738 | 21'595 CHF | 22'043 CHF | 99.95% | 99.95% |
02.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 20'989 CHF | 21'437 CHF | 99.98% | 99.98% |