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 | 3.28% | 0.59 CHF | 0.60 CHF | 26'000 | 26'000 | 17'401 | 17'401 | 10'090 CHF | 10'398 CHF | 100.00% | 100.00% |
15.05.2024 | 3.23% | 0.58 CHF | 0.59 CHF | 26'000 | 26'000 | 17'398 | 17'398 | 10'115 CHF | 10'423 CHF | 100.00% | 100.00% |
14.05.2024 | 3.32% | 0.57 CHF | 0.58 CHF | 26'000 | 26'000 | 17'359 | 17'359 | 9'910 CHF | 10'217 CHF | 99.75% | 99.75% |
13.05.2024 | 3.05% | 0.63 CHF | 0.64 CHF | 26'000 | 26'000 | 17'399 | 17'399 | 10'876 CHF | 11'184 CHF | 100.00% | 100.00% |
10.05.2024 | 3.24% | 0.65 CHF | 0.66 CHF | 26'000 | 26'000 | 17'167 | 17'167 | 10'142 CHF | 10'451 CHF | 97.56% | 97.56% |
08.05.2024 | 2.79% | 0.59 CHF | 0.60 CHF | 26'000 | 26'000 | 17'396 | 17'396 | 11'550 CHF | 11'858 CHF | 100.00% | 100.00% |
07.05.2024 | 2.51% | 0.69 CHF | 0.70 CHF | 26'000 | 26'000 | 17'992 | 17'992 | 13'581 CHF | 13'900 CHF | 100.00% | 100.00% |
06.05.2024 | 2.14% | 0.81 CHF | 0.82 CHF | 27'000 | 27'000 | 18'071 | 18'071 | 15'902 CHF | 16'221 CHF | 98.65% | 98.65% |
03.05.2024 | 1.87% | 0.96 CHF | 0.97 CHF | 28'000 | 28'000 | 18'627 | 18'627 | 18'825 CHF | 19'159 CHF | 96.77% | 96.77% |
02.05.2024 | 1.69% | 1.07 CHF | 1.08 CHF | 28'000 | 28'000 | 18'916 | 18'916 | 21'324 CHF | 21'659 CHF | 99.80% | 99.80% |