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 | 4.44% | 0.47 CHF | 0.49 CHF | 95'000 | 95'000 | 94'439 | 94'439 | 41'699 CHF | 43'589 CHF | 100.00% | 100.00% |
15.05.2024 | 4.13% | 0.41 CHF | 0.43 CHF | 94'000 | 94'000 | 94'927 | 94'927 | 45'754 CHF | 47'657 CHF | 100.00% | 100.00% |
14.05.2024 | 3.07% | 0.68 CHF | 0.70 CHF | 99'000 | 99'000 | 98'278 | 98'278 | 63'262 CHF | 65'228 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.57 CHF | - CHF | 97'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
10.05.2024 | 4.11% | 0.50 CHF | 0.52 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 44'998 CHF | 46'884 CHF | 100.00% | 100.00% |
08.05.2024 | 3.87% | 0.54 CHF | 0.56 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 48'248 CHF | 50'148 CHF | 98.93% | 98.93% |
07.05.2024 | 3.43% | 0.55 CHF | 0.57 CHF | 96'000 | 96'000 | 95'925 | 95'925 | 55'071 CHF | 56'991 CHF | 99.89% | 99.89% |
06.05.2024 | 3.45% | 0.60 CHF | 0.62 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 54'736 CHF | 56'657 CHF | 100.00% | 100.00% |
03.05.2024 | 3.44% | 0.56 CHF | 0.58 CHF | 96'000 | 96'000 | 95'960 | 95'960 | 54'838 CHF | 56'758 CHF | 99.98% | 99.98% |
02.05.2024 | 3.29% | 0.64 CHF | 0.66 CHF | 97'000 | 97'000 | 96'515 | 96'515 | 57'849 CHF | 59'779 CHF | 98.56% | 98.56% |