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 | 4.08% | 0.49 CHF | 0.51 CHF | 70'000 | 70'000 | 69'132 | 69'132 | 34'332 CHF | 35'727 CHF | 100.00% | 100.00% |
15.05.2024 | 4.03% | 0.48 CHF | 0.50 CHF | 70'000 | 70'000 | 69'113 | 69'113 | 34'791 CHF | 36'186 CHF | 100.00% | 100.00% |
14.05.2024 | 3.77% | 0.51 CHF | 0.53 CHF | 70'000 | 70'000 | 69'235 | 69'235 | 37'090 CHF | 38'485 CHF | 100.00% | 100.00% |
13.05.2024 | 3.81% | 0.53 CHF | 0.55 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 36'702 CHF | 38'097 CHF | 100.00% | 100.00% |
10.05.2024 | 3.74% | 0.54 CHF | 0.56 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 37'378 CHF | 38'773 CHF | 100.00% | 100.00% |
08.05.2024 | 3.41% | 0.59 CHF | 0.61 CHF | 70'000 | 70'000 | 69'232 | 69'232 | 41'090 CHF | 42'484 CHF | 99.67% | 99.67% |
07.05.2024 | 3.41% | 0.59 CHF | 0.61 CHF | 70'000 | 70'000 | 69'204 | 69'204 | 41'155 CHF | 42'550 CHF | 100.00% | 100.00% |
06.05.2024 | 3.32% | 0.61 CHF | 0.63 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 42'237 CHF | 43'632 CHF | 100.00% | 100.00% |
03.05.2024 | 3.30% | 0.64 CHF | 0.66 CHF | 70'000 | 70'000 | 69'225 | 69'225 | 42'523 CHF | 43'918 CHF | 98.98% | 98.98% |
02.05.2024 | 3.08% | 0.65 CHF | 0.67 CHF | 70'000 | 70'000 | 69'230 | 69'230 | 45'549 CHF | 46'944 CHF | 99.58% | 99.58% |