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 | 2.21% | 0.43 CHF | 0.44 CHF | 114'000 | 114'000 | 114'416 | 114'416 | 51'304 CHF | 52'449 CHF | 100.00% | 100.00% |
15.05.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 114'000 | 114'000 | 112'904 | 112'904 | 48'375 CHF | 49'507 CHF | 100.00% | 100.00% |
14.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 46'427 CHF | 47'551 CHF | 99.99% | 99.99% |
13.05.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 57'659 CHF | 58'836 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 55'157 CHF | 56'322 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 56'742 CHF | 57'922 CHF | 98.98% | 98.98% |
07.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 118'000 | 118'000 | 117'951 | 117'951 | 57'724 CHF | 58'904 CHF | 99.66% | 99.66% |
06.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 59'837 CHF | 61'027 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 60'302 CHF | 61'500 CHF | 100.00% | 100.00% |
02.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 58'325 CHF | 59'508 CHF | 100.00% | 100.00% |