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 | 2.30% | 0.43 CHF | 0.44 CHF | 174'000 | 174'000 | 78'168 | 78'168 | 34'146 CHF | 34'931 CHF | 100.00% | 100.00% |
15.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 176'000 | 176'000 | 78'439 | 78'439 | 34'938 CHF | 35'726 CHF | 100.00% | 100.00% |
14.05.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 176'000 | 176'000 | 78'268 | 78'268 | 34'023 CHF | 34'808 CHF | 100.00% | 100.00% |
13.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 34'064 CHF | 34'848 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 174'000 | 174'000 | 78'483 | 78'483 | 35'308 CHF | 36'095 CHF | 100.00% | 100.00% |
08.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 176'000 | 176'000 | 78'202 | 78'202 | 36'705 CHF | 37'488 CHF | 98.39% | 98.39% |
07.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 176'000 | 176'000 | 79'068 | 79'068 | 37'720 CHF | 38'513 CHF | 98.78% | 98.78% |
06.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 178'000 | 178'000 | 80'478 | 80'478 | 39'551 CHF | 40'357 CHF | 98.93% | 98.93% |
03.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 178'000 | 178'000 | 80'300 | 80'300 | 40'269 CHF | 41'074 CHF | 99.75% | 99.75% |
02.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 176'000 | 176'000 | 78'891 | 78'891 | 39'110 CHF | 39'901 CHF | 100.00% | 100.00% |