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 | 2.57% | 0.37 CHF | 0.38 CHF | 114'000 | 114'000 | 114'417 | 114'417 | 43'992 CHF | 45'137 CHF | 100.00% | 100.00% |
15.05.2024 | 2.73% | 0.39 CHF | 0.40 CHF | 114'000 | 114'000 | 112'899 | 112'899 | 41'180 CHF | 42'311 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 39'252 CHF | 40'376 CHF | 99.99% | 99.99% |
13.05.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 50'223 CHF | 51'400 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 47'929 CHF | 49'094 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 49'477 CHF | 50'657 CHF | 98.98% | 98.98% |
07.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 118'000 | 118'000 | 117'953 | 117'953 | 50'250 CHF | 51'430 CHF | 99.66% | 99.66% |
06.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 52'236 CHF | 53'427 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 52'688 CHF | 53'885 CHF | 100.00% | 100.00% |
02.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 50'962 CHF | 52'145 CHF | 100.00% | 100.00% |