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 | 1.99% | 0.48 CHF | 0.49 CHF | 114'000 | 114'000 | 114'416 | 114'416 | 56'996 CHF | 58'141 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 114'000 | 114'000 | 112'902 | 112'902 | 53'905 CHF | 55'037 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 112'372 | 112'372 | 51'956 CHF | 53'080 CHF | 99.99% | 99.99% |
13.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 63'429 CHF | 64'606 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 60'840 CHF | 62'005 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 62'622 CHF | 63'802 CHF | 98.99% | 98.99% |
07.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 117'951 | 117'951 | 63'482 CHF | 64'663 CHF | 99.66% | 99.66% |
06.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 65'648 CHF | 66'838 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 66'141 CHF | 67'338 CHF | 100.00% | 100.00% |
02.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 64'137 CHF | 65'320 CHF | 100.00% | 100.00% |