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 | 2.60% | 0.61 CHF | 0.62 CHF | 164'000 | 164'000 | 73'494 | 73'494 | 43'448 CHF | 44'405 CHF | 100.00% | 100.00% |
15.05.2024 | 2.55% | 0.60 CHF | 0.61 CHF | 164'000 | 164'000 | 73'324 | 73'324 | 44'315 CHF | 45'269 CHF | 100.00% | 100.00% |
14.05.2024 | 2.50% | 0.60 CHF | 0.61 CHF | 164'000 | 164'000 | 73'099 | 73'099 | 44'495 CHF | 45'445 CHF | 100.00% | 100.00% |
13.05.2024 | 2.81% | 0.59 CHF | 0.60 CHF | 164'000 | 164'000 | 74'694 | 74'694 | 41'468 CHF | 42'439 CHF | 99.85% | 99.85% |
10.05.2024 | 3.12% | 0.54 CHF | 0.55 CHF | 168'000 | 168'000 | 75'875 | 75'875 | 37'976 CHF | 38'964 CHF | 100.00% | 100.00% |
08.05.2024 | 2.90% | 0.50 CHF | 0.51 CHF | 168'000 | 168'000 | 74'604 | 74'604 | 38'538 CHF | 39'513 CHF | 98.19% | 98.19% |
07.05.2024 | 2.98% | 0.54 CHF | 0.55 CHF | 166'000 | 166'000 | 75'331 | 75'331 | 38'906 CHF | 39'885 CHF | 99.89% | 99.89% |
06.05.2024 | 3.13% | 0.46 CHF | 0.47 CHF | 172'000 | 172'000 | 76'394 | 76'394 | 37'199 CHF | 38'193 CHF | 100.00% | 100.00% |
03.05.2024 | 3.01% | 0.48 CHF | 0.49 CHF | 172'000 | 172'000 | 75'954 | 75'954 | 37'897 CHF | 38'881 CHF | 99.98% | 99.98% |
02.05.2024 | 2.88% | 0.51 CHF | 0.52 CHF | 168'000 | 168'000 | 74'658 | 74'658 | 39'199 CHF | 40'171 CHF | 98.59% | 98.59% |