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 | 2.93% | 0.55 CHF | 0.56 CHF | 144'000 | 144'000 | 64'759 | 64'759 | 34'728 CHF | 35'575 CHF | 100.00% | 100.00% |
15.05.2024 | 3.16% | 0.50 CHF | 0.51 CHF | 146'000 | 146'000 | 65'232 | 65'232 | 32'110 CHF | 32'963 CHF | 99.72% | 99.72% |
14.05.2024 | 2.98% | 0.46 CHF | 0.47 CHF | 146'000 | 146'000 | 64'927 | 64'927 | 32'308 CHF | 33'150 CHF | 100.00% | 100.00% |
13.05.2024 | 2.94% | 0.51 CHF | 0.52 CHF | 145'000 | 145'000 | 64'652 | 64'652 | 33'414 CHF | 34'254 CHF | 99.78% | 99.78% |
10.05.2024 | 3.01% | 0.51 CHF | 0.52 CHF | 145'000 | 145'000 | 65'199 | 65'199 | 33'309 CHF | 34'159 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.46 CHF | 0.47 CHF | 146'000 | 146'000 | 65'030 | 65'030 | 30'657 CHF | 31'507 CHF | 99.07% | 99.07% |
07.05.2024 | 3.40% | 0.45 CHF | 0.46 CHF | 147'000 | 147'000 | 65'900 | 65'900 | 29'671 CHF | 30'528 CHF | 99.94% | 99.94% |
06.05.2024 | 3.67% | 0.42 CHF | 0.43 CHF | 148'000 | 148'000 | 66'912 | 66'912 | 28'273 CHF | 29'145 CHF | 100.00% | 100.00% |
03.05.2024 | 4.03% | 0.37 CHF | 0.38 CHF | 151'000 | 151'000 | 67'501 | 67'501 | 25'006 CHF | 25'884 CHF | 99.91% | 99.91% |
02.05.2024 | 5.85% | 0.37 CHF | 0.38 CHF | 149'000 | 149'000 | 49'872 | 49'872 | 18'675 CHF | 19'449 CHF | 100.00% | 100.00% |