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 | 1.63% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'060 | 75'060 | 45'734 CHF | 46'485 CHF | 100.00% | 100.00% |
16.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 77'000 | 77'000 | 77'022 | 77'022 | 39'186 CHF | 39'957 CHF | 100.00% | 100.00% |
15.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 78'000 | 78'000 | 77'959 | 77'959 | 36'601 CHF | 37'383 CHF | 100.00% | 100.00% |
14.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 78'000 | 78'000 | 77'500 | 77'500 | 38'672 CHF | 39'447 CHF | 99.99% | 99.99% |
13.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 36'275 CHF | 37'058 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 36'974 CHF | 37'735 CHF | 100.00% | 100.00% |
08.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 35'729 CHF | 36'499 CHF | 99.25% | 99.25% |
07.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 77'000 | 77'000 | 76'970 | 76'970 | 34'216 CHF | 34'986 CHF | 97.36% | 97.36% |
06.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 77'000 | 77'000 | 76'749 | 76'749 | 35'431 CHF | 36'199 CHF | 98.51% | 98.51% |
03.05.2024 | 1.94% | 0.47 CHF | 0.48 CHF | 77'000 | 77'000 | 75'843 | 75'843 | 38'845 CHF | 39'603 CHF | 100.00% | 100.00% |