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 | 2.79% | 0.35 CHF | 0.36 CHF | 101'000 | 101'000 | 100'714 | 100'714 | 35'735 CHF | 36'743 CHF | 100.00% | 100.00% |
15.05.2024 | 2.52% | 0.35 CHF | 0.36 CHF | 101'000 | 101'000 | 102'138 | 102'138 | 40'402 CHF | 41'425 CHF | 100.00% | 100.00% |
14.05.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 105'000 | 105'000 | 106'315 | 106'315 | 53'746 CHF | 54'809 CHF | 99.99% | 99.99% |
13.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 112'000 | 112'000 | 111'529 | 111'529 | 70'753 CHF | 71'868 CHF | 100.00% | 100.00% |
10.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 111'000 | 111'000 | 111'446 | 111'446 | 70'732 CHF | 71'846 CHF | 100.00% | 100.00% |
08.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 112'000 | 112'000 | 112'175 | 112'175 | 73'443 CHF | 74'565 CHF | 99.06% | 99.06% |
07.05.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 112'000 | 112'000 | 113'119 | 113'119 | 76'643 CHF | 77'775 CHF | 99.66% | 99.66% |
06.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 114'000 | 114'000 | 114'798 | 114'798 | 81'573 CHF | 82'721 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 113'847 | 113'847 | 78'781 CHF | 79'920 CHF | 100.00% | 100.00% |
02.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 116'000 | 116'000 | 116'185 | 116'185 | 86'508 CHF | 87'670 CHF | 100.00% | 100.00% |