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 | 4.21% | 0.58 CHF | 0.59 CHF | 95'200 | 95'200 | 52'970 | 52'970 | 29'098 CHF | 30'157 CHF | 100.00% | 100.00% |
15.05.2024 | 4.52% | 0.49 CHF | 0.50 CHF | 100'800 | 100'800 | 54'462 | 54'462 | 27'545 CHF | 28'627 CHF | 99.67% | 99.67% |
14.05.2024 | 4.62% | 0.53 CHF | 0.54 CHF | 104'500 | 104'500 | 58'701 | 58'701 | 29'728 CHF | 30'890 CHF | 97.12% | 97.12% |
13.05.2024 | 4.43% | 0.44 CHF | 0.45 CHF | 131'100 | 131'100 | 74'023 | 74'023 | 30'600 CHF | 31'794 CHF | 99.44% | 99.44% |
10.05.2024 | 5.06% | 0.41 CHF | 0.42 CHF | 116'100 | 116'100 | 62'851 | 62'851 | 27'735 CHF | 28'982 CHF | 99.84% | 99.84% |
08.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 64'903 | 64'903 | 28'544 CHF | 29'194 CHF | 98.18% | 98.18% |
07.05.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 116'800 | 116'800 | 63'658 | 63'658 | 28'259 CHF | 28'897 CHF | 99.49% | 99.49% |
06.05.2024 | 2.07% | 0.40 CHF | 0.41 CHF | 109'500 | 109'500 | 58'154 | 58'154 | 27'715 CHF | 28'298 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 103'300 | 103'300 | 56'914 | 56'914 | 27'901 CHF | 28'471 CHF | 99.47% | 99.47% |
02.05.2024 | 3.19% | 0.44 CHF | 0.45 CHF | 142'000 | 142'000 | 69'057 | 69'057 | 26'848 CHF | 27'562 CHF | 96.97% | 96.97% |