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 | 5.36% | 0.86 CHF | 0.91 CHF | 40'000 | 40'000 | 39'949 | 39'949 | 34'100 CHF | 35'979 CHF | 100.00% | 100.00% |
15.05.2024 | 4.82% | 0.82 CHF | 0.86 CHF | 40'000 | 40'000 | 39'927 | 39'927 | 32'433 CHF | 34'033 CHF | 100.00% | 100.00% |
14.05.2024 | 4.77% | 0.82 CHF | 0.86 CHF | 40'000 | 40'000 | 39'977 | 39'977 | 32'810 CHF | 34'410 CHF | 100.00% | 100.00% |
13.05.2024 | 4.74% | 0.84 CHF | 0.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 32'969 CHF | 34'569 CHF | 99.82% | 99.82% |
10.05.2024 | 4.89% | 0.85 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'952 CHF | 36'707 CHF | 100.00% | 100.00% |
08.05.2024 | 4.79% | 0.89 CHF | 0.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'327 CHF | 37'064 CHF | 98.93% | 98.93% |
07.05.2024 | 4.51% | 0.89 CHF | 0.93 CHF | 40'000 | 40'000 | 39'925 | 39'925 | 34'748 CHF | 36'349 CHF | 99.88% | 99.88% |
06.05.2024 | 4.87% | 0.83 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'888 CHF | 36'631 CHF | 100.00% | 100.00% |
03.05.2024 | 4.48% | 0.88 CHF | 0.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'912 CHF | 36'512 CHF | 100.00% | 100.00% |
02.05.2024 | 4.52% | 0.85 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'609 CHF | 36'209 CHF | 98.52% | 98.52% |