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 | 2.62% | 0.38 CHF | 0.39 CHF | 77'000 | 77'000 | 77'016 | 77'016 | 29'099 CHF | 29'870 CHF | 98.11% | 98.11% |
15.05.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 78'000 | 78'000 | 77'946 | 77'946 | 26'462 CHF | 27'243 CHF | 100.00% | 100.00% |
14.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 78'000 | 78'000 | 77'485 | 77'485 | 28'592 CHF | 29'367 CHF | 100.00% | 100.00% |
13.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 78'000 | 78'000 | 78'303 | 78'303 | 26'092 CHF | 26'875 CHF | 99.78% | 99.78% |
10.05.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 27'091 CHF | 27'852 CHF | 100.00% | 100.00% |
08.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 25'740 CHF | 26'510 CHF | 99.25% | 99.25% |
07.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 77'000 | 77'000 | 76'949 | 76'949 | 24'221 CHF | 24'991 CHF | 97.36% | 97.36% |
06.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 77'000 | 77'000 | 76'749 | 76'749 | 25'460 CHF | 26'228 CHF | 98.56% | 98.56% |
03.05.2024 | 2.59% | 0.34 CHF | 0.35 CHF | 77'000 | 77'000 | 75'842 | 75'842 | 29'016 CHF | 29'774 CHF | 99.99% | 99.99% |
02.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 78'000 | 78'000 | 77'809 | 77'809 | 22'929 CHF | 23'707 CHF | 99.98% | 99.98% |