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 | 4.84% | 0.19 CHF | 0.20 CHF | 114'000 | 114'000 | 114'417 | 114'417 | 23'176 CHF | 24'321 CHF | 100.00% | 100.00% |
15.05.2024 | 5.40% | 0.21 CHF | 0.22 CHF | 114'000 | 114'000 | 112'901 | 112'901 | 20'659 CHF | 21'790 CHF | 100.00% | 100.00% |
14.05.2024 | 6.03% | 0.14 CHF | 0.16 CHF | 110'000 | 110'000 | 112'370 | 112'370 | 18'904 CHF | 20'028 CHF | 100.00% | 100.00% |
13.05.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 28'955 CHF | 30'132 CHF | 100.00% | 100.00% |
10.05.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 26'774 CHF | 27'939 CHF | 100.00% | 100.00% |
08.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 118'000 | 118'000 | 117'967 | 117'967 | 27'973 CHF | 29'153 CHF | 99.06% | 99.06% |
07.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 118'000 | 118'000 | 117'953 | 117'953 | 28'867 CHF | 30'047 CHF | 99.66% | 99.66% |
06.05.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 30'711 CHF | 31'902 CHF | 100.00% | 100.00% |
03.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 31'085 CHF | 32'283 CHF | 100.00% | 100.00% |
02.05.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 29'593 CHF | 30'776 CHF | 100.00% | 100.00% |