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 | 1.48% | 0.67 CHF | 0.68 CHF | 27'000 | 27'000 | 27'607 | 27'607 | 18'565 CHF | 18'841 CHF | 100.00% | 100.00% |
15.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 28'000 | 28'000 | 27'938 | 27'938 | 19'668 CHF | 19'948 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 21'250 CHF | 21'530 CHF | 100.00% | 100.00% |
13.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 22'200 CHF | 22'484 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 25'762 CHF | 26'053 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 30'000 | 30'000 | 30'249 | 30'249 | 30'526 CHF | 30'828 CHF | 99.25% | 99.25% |
07.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 31'000 | 31'000 | 31'150 | 31'150 | 34'461 CHF | 34'773 CHF | 97.17% | 97.17% |
06.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 33'546 CHF | 33'856 CHF | 98.54% | 98.54% |
03.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 33'608 CHF | 33'918 CHF | 99.98% | 99.98% |
02.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 31'000 | 31'000 | 31'033 | 31'033 | 34'266 CHF | 34'576 CHF | 99.99% | 99.99% |