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 | 5.51% | 0.29 CHF | 0.30 CHF | 96'000 | 96'000 | 43'014 | 43'014 | 12'120 CHF | 12'680 CHF | 100.00% | 100.00% |
15.05.2024 | 4.72% | 0.28 CHF | 0.29 CHF | 96'000 | 96'000 | 42'907 | 42'907 | 13'228 CHF | 13'786 CHF | 100.00% | 100.00% |
14.05.2024 | 4.68% | 0.34 CHF | 0.35 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 14'119 CHF | 14'672 CHF | 100.00% | 100.00% |
13.05.2024 | 5.85% | 0.27 CHF | 0.28 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 11'549 CHF | 12'109 CHF | 100.00% | 100.00% |
10.05.2024 | 4.30% | 0.28 CHF | 0.29 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 14'116 CHF | 14'673 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.35 CHF | 0.36 CHF | 94'000 | 94'000 | 42'064 | 42'064 | 14'801 CHF | 15'352 CHF | 98.39% | 98.39% |
07.05.2024 | 4.12% | 0.37 CHF | 0.38 CHF | 94'000 | 94'000 | 42'447 | 42'447 | 15'827 CHF | 16'382 CHF | 98.78% | 98.78% |
06.05.2024 | 4.70% | 0.32 CHF | 0.33 CHF | 96'000 | 96'000 | 43'288 | 43'288 | 14'059 CHF | 14'619 CHF | 98.95% | 98.95% |
03.05.2024 | 4.81% | 0.29 CHF | 0.30 CHF | 96'000 | 96'000 | 42'912 | 42'912 | 13'604 CHF | 14'162 CHF | 99.97% | 99.97% |
02.05.2024 | 5.86% | 0.27 CHF | 0.28 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 11'398 CHF | 11'957 CHF | 100.00% | 100.00% |