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 | 5.54% | 0.29 CHF | 0.30 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 12'076 CHF | 12'635 CHF | 100.00% | 100.00% |
15.05.2024 | 4.75% | 0.28 CHF | 0.29 CHF | 96'000 | 96'000 | 42'905 | 42'905 | 13'173 CHF | 13'732 CHF | 100.00% | 100.00% |
14.05.2024 | 4.68% | 0.34 CHF | 0.35 CHF | 94'000 | 94'000 | 42'456 | 42'456 | 14'112 CHF | 14'666 CHF | 100.00% | 100.00% |
13.05.2024 | 5.87% | 0.27 CHF | 0.28 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 11'519 CHF | 12'079 CHF | 100.00% | 100.00% |
10.05.2024 | 4.30% | 0.28 CHF | 0.29 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 14'092 CHF | 14'648 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.35 CHF | 0.36 CHF | 94'000 | 94'000 | 42'066 | 42'066 | 14'781 CHF | 15'332 CHF | 98.40% | 98.40% |
07.05.2024 | 4.12% | 0.37 CHF | 0.38 CHF | 94'000 | 94'000 | 42'447 | 42'447 | 15'809 CHF | 16'364 CHF | 98.78% | 98.78% |
06.05.2024 | 4.72% | 0.32 CHF | 0.33 CHF | 96'000 | 96'000 | 43'251 | 43'251 | 14'021 CHF | 14'581 CHF | 99.13% | 99.13% |
03.05.2024 | 4.82% | 0.29 CHF | 0.30 CHF | 96'000 | 96'000 | 42'925 | 42'925 | 13'584 CHF | 14'141 CHF | 99.99% | 99.99% |
02.05.2024 | 5.90% | 0.27 CHF | 0.28 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 11'339 CHF | 11'899 CHF | 100.00% | 100.00% |