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 | 3.37% | 0.29 CHF | 0.30 CHF | 51'000 | 51'000 | 50'824 | 50'824 | 14'854 CHF | 15'363 CHF | 100.00% | 100.00% |
15.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 51'000 | 51'000 | 50'884 | 50'884 | 16'752 CHF | 17'262 CHF | 100.00% | 100.00% |
14.05.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 51'000 | 51'000 | 51'720 | 51'720 | 18'247 CHF | 18'764 CHF | 100.00% | 100.00% |
13.05.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 18'842 CHF | 19'362 CHF | 100.00% | 100.00% |
10.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 19'441 CHF | 19'961 CHF | 100.00% | 100.00% |
08.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 21'119 CHF | 21'644 CHF | 99.09% | 99.09% |
07.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 53'000 | 53'000 | 52'975 | 52'975 | 22'758 CHF | 23'288 CHF | 99.81% | 99.81% |
06.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 23'266 CHF | 23'797 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 25'432 CHF | 25'972 CHF | 100.00% | 100.00% |
02.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 54'000 | 54'000 | 54'009 | 54'009 | 26'404 CHF | 26'944 CHF | 100.00% | 100.00% |