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 | 3.29% | 0.29 CHF | 0.30 CHF | 114'000 | 114'000 | 114'417 | 114'417 | 34'266 CHF | 35'411 CHF | 100.00% | 100.00% |
15.05.2024 | 3.54% | 0.31 CHF | 0.32 CHF | 114'000 | 114'000 | 112'899 | 112'899 | 31'672 CHF | 32'803 CHF | 100.00% | 100.00% |
14.05.2024 | 3.76% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 29'878 CHF | 31'002 CHF | 99.99% | 99.99% |
13.05.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 40'362 CHF | 41'539 CHF | 100.00% | 100.00% |
10.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 38'257 CHF | 39'422 CHF | 100.00% | 100.00% |
08.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 39'355 CHF | 40'535 CHF | 99.00% | 99.00% |
07.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 118'000 | 118'000 | 117'954 | 117'954 | 40'444 CHF | 41'624 CHF | 99.66% | 99.66% |
06.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 42'412 CHF | 43'602 CHF | 100.00% | 100.00% |
03.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 42'795 CHF | 43'993 CHF | 99.99% | 99.99% |
02.05.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 118'314 | 118'314 | 41'074 CHF | 42'257 CHF | 100.00% | 100.00% |