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 | 1.48% | 0.68 CHF | 0.69 CHF | 51'000 | 51'000 | 50'824 | 50'824 | 34'086 CHF | 34'595 CHF | 100.00% | 100.00% |
15.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 51'000 | 51'000 | 50'888 | 50'888 | 32'392 CHF | 32'902 CHF | 100.00% | 100.00% |
14.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 51'000 | 51'000 | 51'720 | 51'720 | 31'528 CHF | 32'046 CHF | 100.00% | 100.00% |
13.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 31'199 CHF | 31'719 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 30'764 CHF | 31'284 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 29'645 CHF | 30'170 CHF | 99.09% | 99.09% |
07.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 53'000 | 53'000 | 52'975 | 52'975 | 28'387 CHF | 28'917 CHF | 99.80% | 99.80% |
06.05.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 28'131 CHF | 28'662 CHF | 100.00% | 100.00% |
03.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 26'785 CHF | 27'324 CHF | 100.00% | 100.00% |
02.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 54'000 | 54'000 | 54'010 | 54'010 | 25'967 CHF | 26'507 CHF | 100.00% | 100.00% |