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 | 2.35% | 0.41 CHF | 0.42 CHF | 74'000 | 74'000 | 73'754 | 73'754 | 31'017 CHF | 31'755 CHF | 100.00% | 100.00% |
15.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 74'000 | 74'000 | 73'838 | 73'838 | 31'667 CHF | 32'407 CHF | 100.00% | 100.00% |
14.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 74'000 | 74'000 | 73'984 | 73'984 | 33'373 CHF | 34'113 CHF | 100.00% | 100.00% |
13.05.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 32'975 CHF | 33'715 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 74'000 | 74'000 | 74'391 | 74'391 | 35'382 CHF | 36'125 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 40'360 CHF | 41'120 CHF | 99.08% | 99.08% |
07.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 76'000 | 76'000 | 75'928 | 75'928 | 37'929 CHF | 38'688 CHF | 99.81% | 99.81% |
06.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 76'000 | 76'000 | 76'040 | 76'040 | 40'951 CHF | 41'712 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 78'000 | 78'000 | 76'726 | 76'726 | 42'176 CHF | 42'943 CHF | 100.00% | 100.00% |
02.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 78'000 | 78'000 | 78'252 | 78'252 | 47'342 CHF | 48'125 CHF | 100.00% | 100.00% |