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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.64% | 0.17 CHF | 0.18 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 9'729 CHF | 10'182 CHF | 100.00% | 100.00% |
16.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 47'000 | 47'000 | 46'482 | 46'482 | 16'302 CHF | 16'768 CHF | 100.00% | 100.00% |
15.05.2024 | 2.51% | 0.45 CHF | 0.46 CHF | 47'000 | 47'000 | 46'753 | 46'753 | 18'654 CHF | 19'122 CHF | 100.00% | 100.00% |
14.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 47'000 | 47'000 | 47'318 | 47'318 | 20'628 CHF | 21'101 CHF | 100.00% | 100.00% |
13.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 19'765 CHF | 20'238 CHF | 100.00% | 100.00% |
10.05.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 14'734 CHF | 15'201 CHF | 100.00% | 100.00% |
08.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 48'000 | 48'000 | 47'696 | 47'696 | 21'318 CHF | 21'795 CHF | 99.06% | 99.06% |
07.05.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 18'076 CHF | 18'543 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.44 CHF | 0.51 CHF | 6'400 | 6'400 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 24'452 CHF | 24'929 CHF | 99.99% | 99.99% |