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 | 3.06% | 0.31 CHF | 0.32 CHF | 83'000 | 83'000 | 82'226 | 82'226 | 26'729 CHF | 27'552 CHF | 100.00% | 100.00% |
16.05.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 82'000 | 82'000 | 80'978 | 80'978 | 21'422 CHF | 22'233 CHF | 99.93% | 100.00% |
15.05.2024 | 3.78% | 0.22 CHF | 0.23 CHF | 81'000 | 81'000 | 80'897 | 80'897 | 21'300 CHF | 22'110 CHF | 100.00% | 100.00% |
14.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 82'000 | 82'000 | 81'316 | 81'316 | 24'491 CHF | 25'305 CHF | 99.20% | 99.20% |
13.05.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 82'000 | 82'000 | 81'237 | 81'237 | 25'403 CHF | 26'216 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 83'000 | 83'000 | 81'600 | 81'600 | 27'300 CHF | 28'117 CHF | 93.38% | 99.49% |
08.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 84'000 | 84'000 | 83'587 | 83'587 | 34'558 CHF | 35'394 CHF | 99.46% | 99.46% |
07.05.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 85'000 | 85'000 | 84'500 | 84'500 | 42'417 CHF | 43'263 CHF | 100.00% | 100.00% |
06.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 86'000 | 86'000 | 84'925 | 84'925 | 44'732 CHF | 45'583 CHF | 94.75% | 98.29% |
03.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 86'000 | 86'000 | 86'013 | 86'013 | 48'198 CHF | 49'059 CHF | 97.00% | 97.63% |