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 | 3.60% | 0.36 CHF | 0.38 CHF | 55'000 | 55'000 | 46'847 | 46'847 | 17'210 CHF | 17'795 CHF | 95.32% | 95.32% |
15.05.2024 | 3.99% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 48'712 | 48'712 | 16'641 CHF | 17'245 CHF | 93.10% | 93.10% |
14.05.2024 | 3.94% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 49'893 | 49'893 | 16'288 CHF | 16'891 CHF | 95.19% | 95.19% |
13.05.2024 | 3.45% | 0.38 CHF | 0.40 CHF | 55'000 | 55'000 | 46'568 | 46'568 | 17'814 CHF | 18'398 CHF | 94.68% | 94.68% |
10.05.2024 | 4.24% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 48'706 | 48'706 | 15'985 CHF | 16'589 CHF | 95.68% | 95.68% |
08.05.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 58'355 | 58'355 | 18'445 CHF | 19'052 CHF | 95.57% | 95.57% |
07.05.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 51'920 | 51'920 | 15'732 CHF | 16'271 CHF | 95.00% | 95.00% |
06.05.2024 | 3.84% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 50'079 | 50'079 | 17'092 CHF | 17'703 CHF | 96.93% | 96.93% |
03.05.2024 | 3.67% | 0.38 CHF | 0.39 CHF | 12'000 | 12'000 | 46'627 | 46'627 | 16'331 CHF | 16'891 CHF | 95.24% | 95.24% |
02.05.2024 | 3.31% | 0.40 CHF | 0.41 CHF | 110'000 | 110'000 | 45'875 | 45'875 | 18'495 CHF | 19'073 CHF | 94.99% | 94.99% |