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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 124'000 | 124'000 | 123'064 | 123'064 | 45'575 CHF | 46'810 CHF | 100.00% | 100.00% |
22.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 124'000 | 124'000 | 124'653 | 124'653 | 44'131 CHF | 45'378 CHF | 100.00% | 100.00% |
21.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 124'000 | 124'000 | 123'325 | 123'325 | 46'480 CHF | 47'715 CHF | 100.00% | 100.00% |
17.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'602 | 119'602 | 50'155 CHF | 51'351 CHF | 100.00% | 100.00% |
16.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 119'405 | 119'405 | 52'064 CHF | 53'259 CHF | 100.00% | 100.00% |
15.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'236 | 119'236 | 54'155 CHF | 55'350 CHF | 100.00% | 100.00% |
14.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 119'463 | 119'463 | 55'151 CHF | 56'346 CHF | 100.00% | 100.00% |
13.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 52'168 CHF | 53'365 CHF | 100.00% | 100.00% |
10.05.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 52'366 CHF | 53'564 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 54'602 CHF | 55'797 CHF | 99.25% | 99.25% |