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 | 3.61% | 0.28 CHF | 0.29 CHF | 98'000 | 98'000 | 97'991 | 97'991 | 26'726 CHF | 27'706 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 99'370 | 99'370 | 30'364 CHF | 31'360 CHF | 100.00% | 100.00% |
14.05.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 99'268 | 99'268 | 29'876 CHF | 30'869 CHF | 100.00% | 100.00% |
13.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 108'000 | 108'000 | 107'995 | 107'995 | 66'871 CHF | 67'951 CHF | 99.84% | 99.84% |
10.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 71'323 CHF | 72'407 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 73'407 CHF | 74'502 CHF | 98.93% | 98.93% |
07.05.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 109'941 | 109'941 | 77'983 CHF | 79'083 CHF | 99.89% | 99.89% |
06.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 78'354 CHF | 79'455 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 83'697 CHF | 84'815 CHF | 99.97% | 99.97% |
02.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 85'202 CHF | 86'322 CHF | 98.20% | 98.20% |