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 | 2.89% | 0.55 CHF | 0.56 CHF | 144'000 | 144'000 | 64'724 | 64'724 | 35'026 CHF | 35'873 CHF | 100.00% | 100.00% |
15.05.2024 | 3.13% | 0.50 CHF | 0.51 CHF | 146'000 | 146'000 | 65'395 | 65'395 | 32'558 CHF | 33'412 CHF | 99.96% | 99.96% |
14.05.2024 | 2.95% | 0.47 CHF | 0.48 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 32'681 CHF | 33'523 CHF | 100.00% | 100.00% |
13.05.2024 | 2.91% | 0.52 CHF | 0.53 CHF | 145'000 | 145'000 | 64'766 | 64'766 | 33'770 CHF | 34'611 CHF | 100.00% | 100.00% |
10.05.2024 | 2.96% | 0.52 CHF | 0.53 CHF | 145'000 | 145'000 | 65'200 | 65'200 | 33'755 CHF | 34'605 CHF | 100.00% | 100.00% |
08.05.2024 | 3.17% | 0.47 CHF | 0.48 CHF | 146'000 | 146'000 | 65'029 | 65'029 | 30'967 CHF | 31'817 CHF | 99.07% | 99.07% |
07.05.2024 | 3.36% | 0.46 CHF | 0.47 CHF | 147'000 | 147'000 | 65'902 | 65'902 | 29'994 CHF | 30'851 CHF | 99.94% | 99.94% |
06.05.2024 | 3.61% | 0.43 CHF | 0.44 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 28'691 CHF | 29'563 CHF | 100.00% | 100.00% |
03.05.2024 | 4.00% | 0.37 CHF | 0.38 CHF | 151'000 | 151'000 | 67'525 | 67'525 | 25'267 CHF | 26'146 CHF | 99.94% | 99.94% |
02.05.2024 | 5.75% | 0.38 CHF | 0.39 CHF | 149'000 | 149'000 | 49'872 | 49'872 | 18'938 CHF | 19'712 CHF | 100.00% | 100.00% |