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 | 2.57% | 0.36 CHF | 0.37 CHF | 179'000 | 179'000 | 183'184 | 183'184 | 70'680 CHF | 72'513 CHF | 100.00% | 100.00% |
15.05.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 184'000 | 184'000 | 183'569 | 183'569 | 72'261 CHF | 74'101 CHF | 100.00% | 100.00% |
14.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 184'000 | 184'000 | 183'955 | 183'955 | 71'725 CHF | 73'565 CHF | 100.00% | 100.00% |
13.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 74'988 CHF | 76'828 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 73'341 CHF | 75'181 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 86'209 CHF | 88'099 CHF | 99.25% | 99.25% |
07.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 189'000 | 189'000 | 188'874 | 188'874 | 88'944 CHF | 90'834 CHF | 97.36% | 97.36% |
06.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 88'170 CHF | 90'060 CHF | 98.56% | 98.56% |
03.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 189'000 | 189'000 | 189'030 | 189'030 | 92'517 CHF | 94'407 CHF | 99.99% | 99.99% |
02.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 194'000 | 194'000 | 193'980 | 193'980 | 104'948 CHF | 106'888 CHF | 99.99% | 99.99% |