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 | 2.04% | 0.44 CHF | 0.45 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 36'527 CHF | 37'277 CHF | 100.00% | 100.00% |
15.05.2024 | 1.79% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 41'647 CHF | 42'397 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 44'059 CHF | 44'809 CHF | 99.99% | 99.99% |
13.05.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'661 CHF | 42'411 CHF | 100.00% | 100.00% |
10.05.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'934 CHF | 35'684 CHF | 100.00% | 100.00% |
08.05.2024 | 1.92% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 74'986 | 74'986 | 38'747 CHF | 39'497 CHF | 99.63% | 99.63% |
07.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 41'237 CHF | 41'987 CHF | 100.00% | 100.00% |
06.05.2024 | 2.12% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'199 CHF | 35'949 CHF | 100.00% | 100.00% |
03.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'324 CHF | 39'074 CHF | 100.00% | 100.00% |
02.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'971 CHF | 33'721 CHF | 100.00% | 100.00% |