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 | 2.06% | 0.89 CHF | 0.90 CHF | 87'000 | 87'000 | 39'162 | 39'162 | 34'232 CHF | 34'828 CHF | 100.00% | 100.00% |
15.05.2024 | 2.08% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 39'328 | 39'328 | 33'889 CHF | 34'486 CHF | 100.00% | 100.00% |
14.05.2024 | 1.98% | 0.83 CHF | 0.84 CHF | 88'000 | 88'000 | 39'167 | 39'167 | 34'790 CHF | 35'383 CHF | 100.00% | 100.00% |
13.05.2024 | 2.03% | 0.90 CHF | 0.91 CHF | 87'000 | 87'000 | 39'103 | 39'103 | 34'661 CHF | 35'254 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 0.88 CHF | 0.89 CHF | 87'000 | 87'000 | 39'360 | 39'360 | 33'911 CHF | 34'509 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.83 CHF | 0.84 CHF | 88'000 | 88'000 | 39'217 | 39'217 | 32'374 CHF | 32'970 CHF | 98.39% | 98.39% |
07.05.2024 | 2.22% | 0.80 CHF | 0.81 CHF | 88'000 | 88'000 | 39'676 | 39'676 | 32'047 CHF | 32'648 CHF | 98.97% | 98.97% |
06.05.2024 | 2.26% | 0.77 CHF | 0.78 CHF | 89'000 | 89'000 | 40'498 | 40'498 | 31'638 CHF | 32'253 CHF | 98.95% | 98.95% |
03.05.2024 | 2.32% | 0.77 CHF | 0.78 CHF | 89'000 | 89'000 | 40'412 | 40'412 | 30'782 CHF | 31'395 CHF | 99.74% | 99.74% |
02.05.2024 | 2.27% | 0.79 CHF | 0.80 CHF | 88'000 | 88'000 | 39'566 | 39'566 | 31'137 CHF | 31'737 CHF | 100.00% | 100.00% |