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 | 2.24% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 114'424 | 114'424 | 50'511 CHF | 51'656 CHF | 100.00% | 100.00% |
15.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 114'000 | 114'000 | 112'926 | 112'926 | 52'071 CHF | 53'203 CHF | 100.00% | 100.00% |
14.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 112'373 | 112'373 | 53'979 CHF | 55'103 CHF | 99.99% | 99.99% |
13.05.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 47'191 CHF | 48'368 CHF | 100.00% | 100.00% |
10.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 48'617 CHF | 49'782 CHF | 100.00% | 100.00% |
08.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 118'000 | 118'000 | 117'980 | 117'980 | 48'262 CHF | 49'442 CHF | 99.06% | 99.06% |
07.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 118'000 | 118'000 | 117'995 | 117'995 | 47'265 CHF | 48'445 CHF | 99.66% | 99.66% |
06.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 45'880 CHF | 47'070 CHF | 100.00% | 100.00% |
03.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 46'100 CHF | 47'298 CHF | 100.00% | 100.00% |
02.05.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 46'931 CHF | 48'114 CHF | 100.00% | 100.00% |