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 | 2.60% | 0.61 CHF | 0.62 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 25'695 CHF | 26'254 CHF | 100.00% | 100.00% |
15.05.2024 | 2.41% | 0.60 CHF | 0.61 CHF | 96'000 | 96'000 | 42'906 | 42'906 | 26'754 CHF | 27'312 CHF | 100.00% | 100.00% |
14.05.2024 | 2.39% | 0.66 CHF | 0.67 CHF | 94'000 | 94'000 | 42'463 | 42'463 | 27'568 CHF | 28'122 CHF | 100.00% | 100.00% |
13.05.2024 | 2.67% | 0.59 CHF | 0.60 CHF | 96'000 | 96'000 | 43'113 | 43'113 | 25'141 CHF | 25'701 CHF | 100.00% | 100.00% |
10.05.2024 | 2.29% | 0.60 CHF | 0.61 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 27'663 CHF | 28'220 CHF | 100.00% | 100.00% |
08.05.2024 | 2.26% | 0.66 CHF | 0.67 CHF | 94'000 | 94'000 | 42'067 | 42'067 | 28'138 CHF | 28'689 CHF | 98.39% | 98.39% |
07.05.2024 | 2.24% | 0.68 CHF | 0.69 CHF | 94'000 | 94'000 | 42'417 | 42'417 | 29'201 CHF | 29'755 CHF | 98.97% | 98.97% |
06.05.2024 | 2.41% | 0.63 CHF | 0.64 CHF | 96'000 | 96'000 | 43'256 | 43'256 | 27'588 CHF | 28'148 CHF | 99.12% | 99.12% |
03.05.2024 | 2.43% | 0.60 CHF | 0.61 CHF | 96'000 | 96'000 | 42'928 | 42'928 | 27'179 CHF | 27'737 CHF | 99.99% | 99.99% |
02.05.2024 | 2.67% | 0.59 CHF | 0.60 CHF | 96'000 | 96'000 | 43'082 | 43'082 | 25'020 CHF | 25'579 CHF | 99.99% | 99.99% |