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 | 2.98% | 0.33 CHF | 0.34 CHF | 174'000 | 174'000 | 78'197 | 78'197 | 26'326 CHF | 27'111 CHF | 100.00% | 100.00% |
15.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 176'000 | 176'000 | 78'433 | 78'433 | 27'010 CHF | 27'797 CHF | 100.00% | 100.00% |
14.05.2024 | 3.07% | 0.36 CHF | 0.37 CHF | 176'000 | 176'000 | 78'269 | 78'269 | 26'035 CHF | 26'820 CHF | 100.00% | 100.00% |
13.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 26'232 CHF | 27'016 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 174'000 | 174'000 | 78'484 | 78'484 | 27'277 CHF | 28'064 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 176'000 | 176'000 | 78'200 | 78'200 | 28'822 CHF | 29'606 CHF | 98.39% | 98.39% |
07.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 176'000 | 176'000 | 79'068 | 79'068 | 29'734 CHF | 30'527 CHF | 98.78% | 98.78% |
06.05.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 178'000 | 178'000 | 80'478 | 80'478 | 31'325 CHF | 32'131 CHF | 98.93% | 98.93% |
03.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 178'000 | 178'000 | 80'287 | 80'287 | 32'191 CHF | 32'995 CHF | 99.74% | 99.74% |
02.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 176'000 | 176'000 | 78'890 | 78'890 | 31'022 CHF | 31'812 CHF | 100.00% | 100.00% |