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 | 3.19% | 1.49 CHF | 1.54 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 52'453 CHF | 54'153 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 1.57 CHF | 1.62 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 51'448 CHF | 53'148 CHF | 100.00% | 100.00% |
14.05.2024 | 3.24% | 1.50 CHF | 1.55 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 51'694 CHF | 53'394 CHF | 100.00% | 100.00% |
13.05.2024 | 3.18% | 1.54 CHF | 1.59 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 52'552 CHF | 54'252 CHF | 100.00% | 100.00% |
10.05.2024 | 2.95% | 1.60 CHF | 1.65 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 56'863 CHF | 58'563 CHF | 100.00% | 100.00% |
08.05.2024 | 3.01% | 1.67 CHF | 1.72 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 55'685 CHF | 57'385 CHF | 100.00% | 100.00% |
07.05.2024 | 2.91% | 1.71 CHF | 1.76 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 57'628 CHF | 59'328 CHF | 100.00% | 100.00% |
06.05.2024 | 2.87% | 1.68 CHF | 1.73 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 58'485 CHF | 60'185 CHF | 100.00% | 100.00% |
03.05.2024 | 3.09% | 1.65 CHF | 1.70 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 54'207 CHF | 55'907 CHF | 99.01% | 99.01% |
02.05.2024 | 3.15% | 1.59 CHF | 1.64 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 53'115 CHF | 54'815 CHF | 100.00% | 100.00% |