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 | 4.03% | 0.40 CHF | 0.41 CHF | 96'000 | 96'000 | 43'010 | 43'010 | 16'553 CHF | 17'112 CHF | 99.99% | 99.99% |
15.05.2024 | 3.60% | 0.38 CHF | 0.39 CHF | 96'000 | 96'000 | 42'908 | 42'908 | 17'623 CHF | 18'182 CHF | 100.00% | 100.00% |
14.05.2024 | 3.56% | 0.44 CHF | 0.45 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 18'533 CHF | 19'086 CHF | 100.00% | 100.00% |
13.05.2024 | 4.21% | 0.38 CHF | 0.39 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 15'995 CHF | 16'554 CHF | 100.00% | 100.00% |
10.05.2024 | 3.34% | 0.39 CHF | 0.40 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 18'556 CHF | 19'113 CHF | 100.00% | 100.00% |
08.05.2024 | 3.27% | 0.45 CHF | 0.46 CHF | 94'000 | 94'000 | 42'067 | 42'067 | 19'171 CHF | 19'722 CHF | 98.39% | 98.39% |
07.05.2024 | 3.23% | 0.47 CHF | 0.48 CHF | 94'000 | 94'000 | 42'448 | 42'448 | 20'209 CHF | 20'764 CHF | 98.78% | 98.78% |
06.05.2024 | 3.59% | 0.42 CHF | 0.43 CHF | 96'000 | 96'000 | 43'259 | 43'259 | 18'437 CHF | 18'997 CHF | 99.10% | 99.10% |
03.05.2024 | 3.65% | 0.39 CHF | 0.40 CHF | 96'000 | 96'000 | 42'920 | 42'920 | 18'007 CHF | 18'564 CHF | 99.98% | 99.98% |
02.05.2024 | 4.22% | 0.37 CHF | 0.38 CHF | 96'000 | 96'000 | 43'081 | 43'081 | 15'842 CHF | 16'402 CHF | 99.99% | 99.99% |