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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.13% | 0.27 CHF | 0.28 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 7'444 CHF | 7'754 CHF | 99.26% | 99.26% |
16.05.2024 | 4.04% | 0.22 CHF | 0.23 CHF | 31'000 | 31'000 | 30'971 | 30'971 | 7'535 CHF | 7'845 CHF | 100.00% | 100.00% |
15.05.2024 | 3.51% | 0.25 CHF | 0.26 CHF | 31'000 | 31'000 | 31'190 | 31'190 | 8'795 CHF | 9'107 CHF | 100.00% | 100.00% |
14.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 31'000 | 31'000 | 30'994 | 30'994 | 8'262 CHF | 8'572 CHF | 100.00% | 100.00% |
13.05.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 7'876 CHF | 8'186 CHF | 99.88% | 99.88% |
10.05.2024 | 5.78% | 0.21 CHF | 0.22 CHF | 31'000 | 31'000 | 28'306 | 28'306 | 7'103 CHF | 7'405 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 32'000 | 32'000 | 31'968 | 31'968 | 10'253 CHF | 10'573 CHF | 98.93% | 98.93% |
07.05.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 33'000 | 33'000 | 32'360 | 32'360 | 12'652 CHF | 12'976 CHF | 99.88% | 99.88% |
06.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 32'000 | 32'000 | 32'217 | 32'217 | 12'314 CHF | 12'637 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 32'000 | 32'000 | 32'241 | 32'241 | 12'261 CHF | 12'583 CHF | 100.00% | 100.00% |