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 | 2.88% | 0.55 CHF | 0.56 CHF | 96'000 | 96'000 | 43'014 | 43'014 | 23'198 CHF | 23'758 CHF | 100.00% | 100.00% |
15.05.2024 | 2.66% | 0.54 CHF | 0.55 CHF | 96'000 | 96'000 | 42'908 | 42'908 | 24'241 CHF | 24'799 CHF | 100.00% | 100.00% |
14.05.2024 | 2.63% | 0.60 CHF | 0.61 CHF | 94'000 | 94'000 | 42'458 | 42'458 | 25'085 CHF | 25'639 CHF | 100.00% | 100.00% |
13.05.2024 | 2.98% | 0.53 CHF | 0.54 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 22'618 CHF | 23'177 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.54 CHF | 0.55 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 25'154 CHF | 25'711 CHF | 100.00% | 100.00% |
08.05.2024 | 2.48% | 0.60 CHF | 0.61 CHF | 94'000 | 94'000 | 42'065 | 42'065 | 25'652 CHF | 26'203 CHF | 98.39% | 98.39% |
07.05.2024 | 2.45% | 0.63 CHF | 0.64 CHF | 94'000 | 94'000 | 42'448 | 42'448 | 26'756 CHF | 27'310 CHF | 98.78% | 98.78% |
06.05.2024 | 2.64% | 0.58 CHF | 0.59 CHF | 96'000 | 96'000 | 43'289 | 43'289 | 25'141 CHF | 25'701 CHF | 98.95% | 98.95% |
03.05.2024 | 2.67% | 0.54 CHF | 0.55 CHF | 96'000 | 96'000 | 42'929 | 42'929 | 24'666 CHF | 25'224 CHF | 100.00% | 100.00% |
02.05.2024 | 2.97% | 0.53 CHF | 0.54 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 22'511 CHF | 23'070 CHF | 100.00% | 100.00% |