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 | 2.27% | 0.43 CHF | 0.44 CHF | 86'000 | 86'000 | 85'579 | 85'579 | 37'399 CHF | 38'255 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 86'000 | 86'000 | 85'470 | 85'470 | 39'593 CHF | 40'449 CHF | 100.00% | 100.00% |
14.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 86'000 | 86'000 | 85'629 | 85'629 | 40'530 CHF | 41'387 CHF | 99.98% | 99.98% |
13.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 86'000 | 86'000 | 85'767 | 85'767 | 37'519 CHF | 38'376 CHF | 100.00% | 100.00% |
10.05.2024 | 2.24% | 0.41 CHF | 0.42 CHF | 89'000 | 89'000 | 85'874 | 85'874 | 37'936 CHF | 38'795 CHF | 100.00% | 100.00% |
08.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 86'000 | 86'000 | 85'624 | 85'624 | 39'949 CHF | 40'805 CHF | 99.25% | 99.25% |
07.05.2024 | 2.34% | 0.37 CHF | 0.38 CHF | 86'000 | 86'000 | 83'366 | 83'366 | 35'411 CHF | 36'245 CHF | 98.94% | 98.94% |
06.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 86'000 | 86'000 | 85'642 | 85'642 | 34'494 CHF | 35'350 CHF | 99.09% | 99.09% |
03.05.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 86'000 | 86'000 | 85'645 | 85'645 | 34'410 CHF | 35'267 CHF | 99.97% | 99.97% |
02.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 86'000 | 86'000 | 85'645 | 85'645 | 33'062 CHF | 33'918 CHF | 100.00% | 100.00% |