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 | 3.67% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 64'271 | 64'271 | 17'831 CHF | 18'478 CHF | 100.00% | 100.00% |
15.05.2024 | 3.89% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 63'963 | 63'963 | 16'868 CHF | 17'515 CHF | 99.56% | 99.56% |
14.05.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 64'433 | 64'433 | 15'684 CHF | 16'331 CHF | 99.99% | 99.99% |
13.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 64'417 | 64'417 | 14'865 CHF | 15'511 CHF | 100.00% | 100.00% |
10.05.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 63'480 | 63'480 | 16'937 CHF | 17'575 CHF | 100.00% | 100.00% |
08.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 63'930 | 63'930 | 15'072 CHF | 15'714 CHF | 98.63% | 98.63% |
07.05.2024 | 4.43% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 64'642 | 64'642 | 14'804 CHF | 15'453 CHF | 98.55% | 98.55% |
06.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 64'432 | 64'432 | 16'186 CHF | 16'833 CHF | 100.00% | 100.00% |
03.05.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 63'697 | 63'697 | 15'404 CHF | 16'043 CHF | 99.96% | 99.96% |
02.05.2024 | 4.30% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 44'236 | 44'236 | 10'430 CHF | 10'874 CHF | 100.00% | 100.00% |