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 | 2.46% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 40'247 CHF | 41'239 CHF | 100.00% | 100.00% |
15.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 38'235 CHF | 39'227 CHF | 100.00% | 100.00% |
14.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'412 | 99'412 | 39'928 CHF | 40'922 CHF | 98.91% | 98.91% |
13.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 38'007 CHF | 38'998 CHF | 100.00% | 100.00% |
10.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'207 | 99'207 | 38'670 CHF | 39'663 CHF | 99.39% | 99.39% |
08.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'728 | 99'728 | 37'870 CHF | 38'868 CHF | 99.53% | 99.53% |
07.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 98'956 | 98'956 | 36'563 CHF | 37'554 CHF | 99.73% | 99.73% |
06.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 98'637 | 98'637 | 37'414 CHF | 38'402 CHF | 83.82% | 98.67% |
03.05.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'532 | 99'876 | 40'162 CHF | 41'301 CHF | 96.14% | 96.14% |
02.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 99'609 | 99'609 | 35'300 CHF | 36'296 CHF | 99.15% | 99.15% |