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 | 2.74% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 35'894 | 35'894 | 13'222 CHF | 13'582 CHF | 100.00% | 100.00% |
15.05.2024 | 3.01% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 35'683 | 35'683 | 12'028 CHF | 12'389 CHF | 99.56% | 99.56% |
14.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 65'000 | 65'000 | 35'932 | 35'932 | 10'763 CHF | 11'123 CHF | 100.00% | 100.00% |
13.05.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 9'916 CHF | 10'276 CHF | 100.00% | 100.00% |
10.05.2024 | 2.89% | 0.30 CHF | 0.31 CHF | 65'000 | 65'000 | 35'542 | 35'542 | 12'139 CHF | 12'495 CHF | 100.00% | 100.00% |
08.05.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 65'000 | 65'000 | 35'666 | 35'666 | 8'935 CHF | 9'292 CHF | 97.89% | 97.89% |
07.05.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 65'000 | 65'000 | 36'050 | 36'050 | 8'270 CHF | 8'632 CHF | 98.42% | 98.42% |
06.05.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 8'808 CHF | 9'169 CHF | 100.00% | 100.00% |
03.05.2024 | 4.63% | 0.19 CHF | 0.20 CHF | 65'000 | 65'000 | 35'636 | 35'636 | 7'530 CHF | 7'888 CHF | 99.93% | 99.93% |
02.05.2024 | 7.14% | 0.21 CHF | 0.22 CHF | 65'000 | 65'000 | 24'154 | 24'154 | 4'682 CHF | 4'973 CHF | 99.99% | 99.99% |