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 | 2.02% | 0.48 CHF | 0.49 CHF | 27'000 | 27'000 | 27'607 | 27'607 | 13'532 CHF | 13'809 CHF | 100.00% | 100.00% |
15.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 28'000 | 28'000 | 27'937 | 27'937 | 14'578 CHF | 14'858 CHF | 100.00% | 100.00% |
14.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 28'000 | 28'000 | 27'998 | 27'998 | 16'157 CHF | 16'437 CHF | 99.98% | 99.98% |
13.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 17'020 CHF | 17'303 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 20'427 CHF | 20'718 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 25'017 CHF | 25'320 CHF | 99.25% | 99.25% |
07.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 31'000 | 31'000 | 31'144 | 31'144 | 28'794 CHF | 29'106 CHF | 97.17% | 97.17% |
06.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 27'898 CHF | 28'208 CHF | 98.56% | 98.56% |
03.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 27'950 CHF | 28'260 CHF | 100.00% | 100.00% |
02.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 28'624 CHF | 28'934 CHF | 100.00% | 100.00% |