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 | 1.28% | 0.79 CHF | 0.80 CHF | 51'000 | 51'000 | 50'830 | 50'830 | 39'631 CHF | 40'140 CHF | 100.00% | 100.00% |
15.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 51'000 | 51'000 | 50'901 | 50'901 | 37'847 CHF | 38'357 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 51'000 | 51'000 | 51'721 | 51'721 | 37'191 CHF | 37'708 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 36'903 CHF | 37'423 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 36'418 CHF | 36'938 CHF | 100.00% | 100.00% |
08.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 35'347 CHF | 35'872 CHF | 99.09% | 99.09% |
07.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 53'000 | 53'000 | 52'975 | 52'975 | 34'159 CHF | 34'689 CHF | 99.94% | 99.94% |
06.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 33'873 CHF | 34'404 CHF | 100.00% | 100.00% |
03.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 32'640 CHF | 33'180 CHF | 100.00% | 100.00% |
02.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 54'000 | 54'000 | 54'009 | 54'009 | 31'842 CHF | 32'382 CHF | 100.00% | 100.00% |