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 | 3.52% | 0.27 CHF | 0.28 CHF | 94'000 | 94'000 | 92'962 | 92'962 | 26'056 CHF | 26'986 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 94'000 | 94'000 | 93'507 | 93'507 | 28'577 CHF | 29'514 CHF | 100.00% | 100.00% |
14.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 94'000 | 94'000 | 94'634 | 94'634 | 30'550 CHF | 31'496 CHF | 100.00% | 100.00% |
13.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 94'000 | 94'000 | 94'606 | 94'606 | 29'731 CHF | 30'677 CHF | 100.00% | 100.00% |
10.05.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 94'000 | 94'000 | 93'413 | 93'413 | 24'419 CHF | 25'353 CHF | 100.00% | 100.00% |
08.05.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 96'000 | 96'000 | 95'390 | 95'390 | 31'298 CHF | 32'253 CHF | 99.06% | 99.06% |
07.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 94'000 | 94'000 | 93'389 | 93'389 | 27'788 CHF | 28'722 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.33 CHF | 0.37 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 96'000 | 96'000 | 95'413 | 95'413 | 34'311 CHF | 35'265 CHF | 100.00% | 100.00% |
02.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 96'000 | 96'000 | 96'360 | 96'360 | 37'158 CHF | 38'122 CHF | 99.99% | 99.99% |