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 | 2.67% | 0.38 CHF | 0.39 CHF | 98'000 | 98'000 | 97'990 | 97'990 | 36'340 CHF | 37'320 CHF | 100.00% | 100.00% |
15.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 40'061 CHF | 41'057 CHF | 100.00% | 100.00% |
14.05.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 99'269 | 99'269 | 39'638 CHF | 40'631 CHF | 100.00% | 100.00% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 108'000 | 108'000 | 107'995 | 107'995 | 77'843 CHF | 78'923 CHF | 99.83% | 99.83% |
10.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 82'482 CHF | 83'566 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 84'650 CHF | 85'744 CHF | 98.93% | 98.93% |
07.05.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'941 | 109'941 | 89'222 CHF | 90'322 CHF | 99.88% | 99.88% |
06.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 89'742 CHF | 90'843 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 95'254 CHF | 96'371 CHF | 99.98% | 99.98% |
02.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 96'796 CHF | 97'916 CHF | 98.17% | 98.17% |