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 | 2.56% | 0.67 CHF | 0.68 CHF | 85'000 | 85'000 | 47'466 | 47'466 | 32'855 CHF | 33'621 CHF | 100.00% | 100.00% |
15.05.2024 | 2.50% | 0.76 CHF | 0.77 CHF | 88'000 | 88'000 | 48'002 | 48'002 | 35'503 CHF | 36'273 CHF | 99.67% | 99.67% |
14.05.2024 | 2.34% | 0.72 CHF | 0.73 CHF | 86'000 | 86'000 | 48'026 | 48'026 | 35'761 CHF | 36'535 CHF | 100.00% | 100.00% |
13.05.2024 | 2.01% | 0.83 CHF | 0.84 CHF | 90'000 | 90'000 | 51'218 | 51'218 | 44'340 CHF | 45'168 CHF | 99.88% | 99.88% |
10.05.2024 | 2.15% | 0.88 CHF | 0.89 CHF | 93'000 | 93'000 | 50'219 | 50'219 | 42'060 CHF | 42'865 CHF | 99.84% | 99.84% |
08.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 91'000 | 91'000 | 50'222 | 50'222 | 42'559 CHF | 43'063 CHF | 98.19% | 98.19% |
07.05.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 92'000 | 92'000 | 50'475 | 50'475 | 42'360 CHF | 42'867 CHF | 99.89% | 99.89% |
06.05.2024 | 1.29% | 0.88 CHF | 0.89 CHF | 93'000 | 93'000 | 49'950 | 49'950 | 40'012 CHF | 40'513 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 89'000 | 89'000 | 49'438 | 49'438 | 38'966 CHF | 39'462 CHF | 99.46% | 99.46% |
02.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 92'000 | 92'000 | 44'744 | 44'744 | 42'496 CHF | 42'952 CHF | 97.02% | 97.02% |