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 | 3.86% | 0.25 CHF | 0.26 CHF | 101'000 | 101'000 | 100'718 | 100'718 | 25'665 CHF | 26'673 CHF | 100.00% | 100.00% |
15.05.2024 | 3.37% | 0.25 CHF | 0.26 CHF | 101'000 | 101'000 | 102'145 | 102'145 | 30'195 CHF | 31'219 CHF | 100.00% | 100.00% |
14.05.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 105'000 | 105'000 | 106'317 | 106'317 | 43'131 CHF | 44'195 CHF | 99.99% | 99.99% |
13.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 112'000 | 112'000 | 111'529 | 111'529 | 59'603 CHF | 60'718 CHF | 100.00% | 100.00% |
10.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 111'000 | 111'000 | 111'446 | 111'446 | 59'587 CHF | 60'701 CHF | 100.00% | 100.00% |
08.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 112'000 | 112'000 | 112'175 | 112'175 | 62'226 CHF | 63'348 CHF | 99.06% | 99.06% |
07.05.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 112'000 | 112'000 | 113'169 | 113'169 | 65'381 CHF | 66'513 CHF | 99.60% | 99.60% |
06.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 114'000 | 114'000 | 114'798 | 114'798 | 70'107 CHF | 71'255 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 114'000 | 114'000 | 113'848 | 113'848 | 67'397 CHF | 68'536 CHF | 100.00% | 100.00% |
02.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 116'000 | 116'000 | 116'185 | 116'185 | 74'890 CHF | 76'052 CHF | 100.00% | 100.00% |