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 | 5.44% | 0.30 CHF | 0.31 CHF | 85'000 | 85'000 | 47'463 | 47'463 | 15'166 CHF | 15'932 CHF | 100.00% | 100.00% |
15.05.2024 | 5.03% | 0.39 CHF | 0.40 CHF | 88'000 | 88'000 | 48'003 | 48'003 | 17'596 CHF | 18'366 CHF | 99.67% | 99.67% |
14.05.2024 | 4.58% | 0.34 CHF | 0.35 CHF | 86'000 | 86'000 | 48'027 | 48'027 | 17'777 CHF | 18'551 CHF | 100.00% | 100.00% |
13.05.2024 | 3.46% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 51'220 | 51'220 | 25'246 CHF | 26'074 CHF | 99.86% | 99.86% |
10.05.2024 | 3.88% | 0.50 CHF | 0.51 CHF | 93'000 | 93'000 | 50'219 | 50'219 | 23'275 CHF | 24'081 CHF | 99.84% | 99.84% |
08.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 91'000 | 91'000 | 50'224 | 50'224 | 23'646 CHF | 24'150 CHF | 98.19% | 98.19% |
07.05.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 92'000 | 92'000 | 50'477 | 50'477 | 23'534 CHF | 24'040 CHF | 99.89% | 99.89% |
06.05.2024 | 2.44% | 0.51 CHF | 0.52 CHF | 93'000 | 93'000 | 49'951 | 49'951 | 21'363 CHF | 21'864 CHF | 100.00% | 100.00% |
03.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 89'000 | 89'000 | 49'447 | 49'447 | 20'479 CHF | 20'975 CHF | 99.48% | 99.48% |
02.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 92'000 | 92'000 | 44'736 | 44'736 | 25'647 CHF | 26'104 CHF | 97.00% | 97.00% |