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 | 2.30% | 0.39 CHF | 0.40 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 19'614 CHF | 20'068 CHF | 100.00% | 100.00% |
16.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 47'000 | 47'000 | 46'482 | 46'482 | 26'410 CHF | 26'876 CHF | 100.00% | 100.00% |
15.05.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 47'000 | 47'000 | 46'753 | 46'753 | 28'834 CHF | 29'303 CHF | 100.00% | 100.00% |
14.05.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 47'000 | 47'000 | 47'317 | 47'317 | 30'901 CHF | 31'374 CHF | 99.99% | 99.99% |
13.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 30'018 CHF | 30'491 CHF | 100.00% | 100.00% |
10.05.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 24'804 CHF | 25'271 CHF | 100.00% | 100.00% |
08.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 48'000 | 48'000 | 47'696 | 47'696 | 31'648 CHF | 32'125 CHF | 99.06% | 99.06% |
07.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 28'194 CHF | 28'661 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.66 CHF | 0.73 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 34'768 CHF | 35'245 CHF | 99.98% | 99.98% |