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 | 2.76% | 0.38 CHF | 0.39 CHF | 98'000 | 98'000 | 44'217 | 44'217 | 16'255 CHF | 16'699 CHF | 100.00% | 100.00% |
15.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 15'323 CHF | 15'769 CHF | 100.00% | 100.00% |
14.05.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 15'340 CHF | 15'786 CHF | 100.00% | 100.00% |
13.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 15'260 CHF | 15'707 CHF | 100.00% | 100.00% |
10.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 14'935 CHF | 15'382 CHF | 100.00% | 100.00% |
08.05.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 98'000 | 98'000 | 43'824 | 43'824 | 15'313 CHF | 15'752 CHF | 99.07% | 99.07% |
07.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 99'000 | 99'000 | 44'258 | 44'258 | 15'671 CHF | 16'115 CHF | 99.94% | 99.94% |
06.05.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 13'937 CHF | 14'384 CHF | 100.00% | 100.00% |
03.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 44'742 | 44'742 | 12'896 CHF | 13'344 CHF | 99.96% | 99.96% |
02.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 12'197 CHF | 12'645 CHF | 99.98% | 99.98% |