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 | 5.16% | 0.17 CHF | 0.18 CHF | 46'000 | 46'000 | 45'960 | 45'960 | 8'766 CHF | 9'226 CHF | 97.58% | 100.00% |
15.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 46'000 | 46'000 | 45'896 | 45'896 | 10'769 CHF | 11'229 CHF | 99.99% | 99.99% |
14.05.2024 | 2.97% | 0.27 CHF | 0.28 CHF | 46'000 | 46'000 | 46'966 | 46'966 | 15'736 CHF | 16'206 CHF | 99.99% | 99.99% |
13.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 14'377 CHF | 14'847 CHF | 100.00% | 100.00% |
10.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 14'367 CHF | 14'837 CHF | 100.00% | 100.00% |
08.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 18'223 CHF | 18'693 CHF | 99.08% | 99.08% |
07.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 47'000 | 47'000 | 47'060 | 47'060 | 18'760 CHF | 19'231 CHF | 99.94% | 99.94% |
06.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 22'919 CHF | 23'399 CHF | 100.00% | 100.00% |
03.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 28'041 CHF | 28'530 CHF | 100.00% | 100.00% |
02.05.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 30'058 CHF | 30'548 CHF | 100.00% | 100.00% |