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 | 3.47% | 0.49 CHF | 0.50 CHF | 85'000 | 85'000 | 47'468 | 47'468 | 24'104 CHF | 24'870 CHF | 100.00% | 100.00% |
15.05.2024 | 3.34% | 0.58 CHF | 0.59 CHF | 88'000 | 88'000 | 47'993 | 47'993 | 26'558 CHF | 27'327 CHF | 99.67% | 99.67% |
14.05.2024 | 3.10% | 0.53 CHF | 0.54 CHF | 86'000 | 86'000 | 48'026 | 48'026 | 26'810 CHF | 27'584 CHF | 100.00% | 100.00% |
13.05.2024 | 2.54% | 0.64 CHF | 0.65 CHF | 90'000 | 90'000 | 51'219 | 51'219 | 34'823 CHF | 35'652 CHF | 99.87% | 99.87% |
10.05.2024 | 2.76% | 0.69 CHF | 0.70 CHF | 93'000 | 93'000 | 50'218 | 50'218 | 32'687 CHF | 33'492 CHF | 99.84% | 99.84% |
08.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 91'000 | 91'000 | 50'222 | 50'222 | 33'154 CHF | 33'657 CHF | 98.19% | 98.19% |
07.05.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 92'000 | 92'000 | 50'475 | 50'475 | 33'025 CHF | 33'531 CHF | 99.89% | 99.89% |
06.05.2024 | 1.68% | 0.70 CHF | 0.71 CHF | 93'000 | 93'000 | 49'951 | 49'951 | 30'742 CHF | 31'243 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 89'000 | 89'000 | 49'442 | 49'442 | 29'786 CHF | 30'281 CHF | 99.47% | 99.47% |
02.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 92'000 | 92'000 | 44'745 | 44'745 | 34'140 CHF | 34'596 CHF | 97.02% | 97.02% |