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 | 2.10% | 0.75 CHF | 0.76 CHF | 96'000 | 96'000 | 43'014 | 43'014 | 31'811 CHF | 32'370 CHF | 100.00% | 100.00% |
15.05.2024 | 1.98% | 0.74 CHF | 0.75 CHF | 96'000 | 96'000 | 42'908 | 42'908 | 32'830 CHF | 33'389 CHF | 100.00% | 100.00% |
14.05.2024 | 1.96% | 0.80 CHF | 0.81 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 33'602 CHF | 34'155 CHF | 100.00% | 100.00% |
13.05.2024 | 2.15% | 0.73 CHF | 0.74 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 31'276 CHF | 31'835 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.74 CHF | 0.75 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 33'751 CHF | 34'308 CHF | 100.00% | 100.00% |
08.05.2024 | 1.88% | 0.81 CHF | 0.82 CHF | 94'000 | 94'000 | 42'065 | 42'065 | 34'104 CHF | 34'655 CHF | 98.39% | 98.39% |
07.05.2024 | 1.86% | 0.83 CHF | 0.84 CHF | 94'000 | 94'000 | 42'448 | 42'448 | 35'287 CHF | 35'842 CHF | 98.77% | 98.77% |
06.05.2024 | 1.97% | 0.78 CHF | 0.79 CHF | 96'000 | 96'000 | 43'288 | 43'288 | 33'818 CHF | 34'378 CHF | 98.95% | 98.95% |
03.05.2024 | 1.99% | 0.74 CHF | 0.75 CHF | 96'000 | 96'000 | 42'924 | 42'924 | 33'247 CHF | 33'805 CHF | 99.99% | 99.99% |
02.05.2024 | 2.14% | 0.73 CHF | 0.74 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 31'208 CHF | 31'767 CHF | 100.00% | 100.00% |