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 | 2.43% | 0.65 CHF | 0.66 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 27'500 CHF | 28'059 CHF | 100.00% | 100.00% |
15.05.2024 | 2.27% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 42'905 | 42'905 | 28'528 CHF | 29'087 CHF | 100.00% | 100.00% |
14.05.2024 | 2.25% | 0.70 CHF | 0.71 CHF | 94'000 | 94'000 | 42'456 | 42'456 | 29'333 CHF | 29'887 CHF | 100.00% | 100.00% |
13.05.2024 | 2.50% | 0.63 CHF | 0.64 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 26'936 CHF | 27'495 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 29'461 CHF | 30'017 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.70 CHF | 0.71 CHF | 94'000 | 94'000 | 42'064 | 42'064 | 29'880 CHF | 30'431 CHF | 98.39% | 98.39% |
07.05.2024 | 2.12% | 0.73 CHF | 0.74 CHF | 94'000 | 94'000 | 42'447 | 42'447 | 31'027 CHF | 31'581 CHF | 98.77% | 98.77% |
06.05.2024 | 2.26% | 0.68 CHF | 0.69 CHF | 96'000 | 96'000 | 43'279 | 43'279 | 29'485 CHF | 30'045 CHF | 98.99% | 98.99% |
03.05.2024 | 2.28% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 42'924 | 42'924 | 28'955 CHF | 29'513 CHF | 99.99% | 99.99% |
02.05.2024 | 2.49% | 0.63 CHF | 0.64 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 26'856 CHF | 27'415 CHF | 100.00% | 100.00% |