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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 4.05% | 0.56 CHF | 0.58 CHF | 94'000 | 94'000 | 94'946 | 94'946 | 46'483 CHF | 48'386 CHF | 100.00% | 100.00% |
14.05.2024 | 6.02% | 0.29 CHF | 0.31 CHF | 99'000 | 99'000 | 98'278 | 98'278 | 32'064 CHF | 34'030 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.40 CHF | - CHF | 97'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
10.05.2024 | - | 0.48 CHF | - CHF | 95'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.05.2024 | - | 0.45 CHF | - CHF | 96'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.93% |
07.05.2024 | 4.76% | 0.43 CHF | 0.45 CHF | 96'000 | 96'000 | 95'927 | 95'927 | 39'459 CHF | 41'379 CHF | 99.88% | 99.88% |
06.05.2024 | 4.70% | 0.39 CHF | 0.41 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 39'997 CHF | 41'918 CHF | 100.00% | 100.00% |
03.05.2024 | 4.68% | 0.43 CHF | 0.45 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 40'053 CHF | 41'972 CHF | 99.97% | 99.97% |
02.05.2024 | 5.01% | 0.35 CHF | 0.37 CHF | 97'000 | 97'000 | 96'515 | 96'515 | 37'699 CHF | 39'629 CHF | 98.51% | 98.51% |
30.04.2024 | 5.55% | 0.33 CHF | 0.35 CHF | 98'000 | 98'000 | 97'195 | 97'195 | 34'298 CHF | 36'243 CHF | 100.00% | 100.00% |