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 | 2.18% | 0.73 CHF | 0.74 CHF | 144'000 | 144'000 | 64'724 | 64'724 | 46'500 CHF | 47'346 CHF | 100.00% | 100.00% |
15.05.2024 | 2.31% | 0.68 CHF | 0.69 CHF | 146'000 | 146'000 | 65'412 | 65'412 | 44'131 CHF | 44'985 CHF | 99.96% | 99.96% |
14.05.2024 | 2.20% | 0.64 CHF | 0.65 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 44'244 CHF | 45'086 CHF | 100.00% | 100.00% |
13.05.2024 | 2.19% | 0.70 CHF | 0.71 CHF | 145'000 | 145'000 | 64'767 | 64'767 | 45'270 CHF | 46'111 CHF | 100.00% | 100.00% |
10.05.2024 | 2.22% | 0.69 CHF | 0.70 CHF | 145'000 | 145'000 | 65'201 | 65'201 | 45'257 CHF | 46'107 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.64 CHF | 0.65 CHF | 146'000 | 146'000 | 65'026 | 65'026 | 42'566 CHF | 43'416 CHF | 99.07% | 99.07% |
07.05.2024 | 2.43% | 0.63 CHF | 0.64 CHF | 147'000 | 147'000 | 65'899 | 65'899 | 41'656 CHF | 42'514 CHF | 99.94% | 99.94% |
06.05.2024 | 2.56% | 0.60 CHF | 0.61 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 40'448 CHF | 41'319 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.55 CHF | 0.56 CHF | 151'000 | 151'000 | 67'549 | 67'549 | 37'280 CHF | 38'159 CHF | 99.97% | 99.97% |
02.05.2024 | 4.00% | 0.56 CHF | 0.57 CHF | 149'000 | 149'000 | 49'871 | 49'871 | 27'822 CHF | 28'596 CHF | 100.00% | 100.00% |