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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 52'168 CHF | 53'313 CHF | 99.33% | 99.33% |
16.05.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 115'000 | 115'000 | 114'389 | 114'389 | 53'047 CHF | 54'192 CHF | 100.00% | 100.00% |
15.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 115'000 | 115'000 | 114'305 | 114'305 | 61'182 CHF | 62'328 CHF | 100.00% | 100.00% |
14.05.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 115'000 | 115'000 | 114'493 | 114'493 | 57'221 CHF | 58'366 CHF | 100.00% | 100.00% |
13.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 54'789 CHF | 55'934 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 54'570 CHF | 55'716 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 110'000 | 110'000 | 109'889 | 109'889 | 63'958 CHF | 65'057 CHF | 99.09% | 99.09% |
07.05.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 110'000 | 110'000 | 114'123 | 114'123 | 72'356 CHF | 73'499 CHF | 99.94% | 99.94% |
06.05.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 79'594 CHF | 80'740 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 85'101 CHF | 86'246 CHF | 99.99% | 99.99% |