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 | 6.01% | 0.77 CHF | 0.82 CHF | 30'000 | 30'000 | 29'962 | 29'962 | 22'735 CHF | 24'144 CHF | 100.00% | 100.00% |
15.05.2024 | 5.54% | 0.71 CHF | 0.75 CHF | 30'000 | 30'000 | 29'945 | 29'945 | 21'114 CHF | 22'314 CHF | 100.00% | 100.00% |
14.05.2024 | 5.47% | 0.72 CHF | 0.76 CHF | 30'000 | 30'000 | 29'981 | 29'981 | 21'390 CHF | 22'590 CHF | 100.00% | 100.00% |
13.05.2024 | 5.42% | 0.74 CHF | 0.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 21'546 CHF | 22'746 CHF | 99.83% | 99.83% |
10.05.2024 | 5.50% | 0.75 CHF | 0.79 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'241 CHF | 24'558 CHF | 100.00% | 100.00% |
08.05.2024 | 5.36% | 0.79 CHF | 0.83 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'614 CHF | 24'917 CHF | 98.93% | 98.93% |
07.05.2024 | 5.07% | 0.79 CHF | 0.83 CHF | 30'000 | 30'000 | 29'944 | 29'944 | 23'115 CHF | 24'315 CHF | 99.87% | 99.87% |
06.05.2024 | 5.49% | 0.72 CHF | 0.76 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'141 CHF | 24'448 CHF | 100.00% | 100.00% |
03.05.2024 | 5.07% | 0.78 CHF | 0.82 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'087 CHF | 24'287 CHF | 100.00% | 100.00% |
02.05.2024 | 5.15% | 0.74 CHF | 0.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 22'739 CHF | 23'939 CHF | 98.52% | 98.52% |