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 | 1.93% | 0.51 CHF | 0.52 CHF | 51'000 | 51'000 | 50'824 | 50'824 | 26'094 CHF | 26'603 CHF | 100.00% | 100.00% |
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 51'000 | 51'000 | 50'889 | 50'889 | 28'020 CHF | 28'530 CHF | 100.00% | 100.00% |
14.05.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 51'000 | 51'000 | 51'721 | 51'721 | 29'736 CHF | 30'253 CHF | 100.00% | 100.00% |
13.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 30'353 CHF | 30'873 CHF | 100.00% | 100.00% |
10.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 31'006 CHF | 31'526 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 32'734 CHF | 33'260 CHF | 99.08% | 99.08% |
07.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 53'000 | 53'000 | 52'975 | 52'975 | 34'577 CHF | 35'107 CHF | 99.81% | 99.81% |
06.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 35'046 CHF | 35'577 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 37'480 CHF | 38'020 CHF | 100.00% | 100.00% |
02.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 54'000 | 54'000 | 54'010 | 54'010 | 38'390 CHF | 38'930 CHF | 100.00% | 100.00% |