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 | 4.26% | 0.22 CHF | 0.23 CHF | 69'000 | 69'000 | 68'583 | 68'583 | 15'808 CHF | 16'493 CHF | 100.00% | 100.00% |
16.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 69'000 | 69'000 | 70'049 | 70'049 | 17'479 CHF | 18'180 CHF | 100.00% | 100.00% |
15.05.2024 | 4.33% | 0.26 CHF | 0.27 CHF | 71'000 | 71'000 | 68'949 | 68'949 | 15'778 CHF | 16'469 CHF | 100.00% | 100.00% |
14.05.2024 | 3.30% | 0.25 CHF | 0.26 CHF | 71'000 | 71'000 | 71'654 | 71'654 | 21'539 CHF | 22'255 CHF | 99.99% | 99.99% |
13.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 24'325 CHF | 25'051 CHF | 100.00% | 100.00% |
10.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 24'261 CHF | 24'987 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 74'595 | 74'595 | 31'212 CHF | 31'958 CHF | 99.06% | 99.06% |
07.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 74'451 | 74'451 | 28'694 CHF | 29'439 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.43 CHF | 0.45 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 35'425 CHF | 36'190 CHF | 100.00% | 100.00% |