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 | 3.78% | 0.70 CHF | 0.73 CHF | 60'000 | 60'000 | 59'928 | 59'928 | 42'026 CHF | 43'644 CHF | 100.00% | 100.00% |
15.05.2024 | 2.92% | 0.68 CHF | 0.70 CHF | 60'000 | 60'000 | 59'893 | 59'893 | 40'522 CHF | 41'722 CHF | 100.00% | 100.00% |
14.05.2024 | 2.90% | 0.68 CHF | 0.70 CHF | 60'000 | 60'000 | 59'964 | 59'964 | 40'815 CHF | 42'015 CHF | 100.00% | 100.00% |
13.05.2024 | 2.89% | 0.69 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'930 CHF | 42'130 CHF | 99.83% | 99.83% |
10.05.2024 | 3.31% | 0.70 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'436 CHF | 43'868 CHF | 100.00% | 100.00% |
08.05.2024 | 3.23% | 0.72 CHF | 0.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'790 CHF | 44'195 CHF | 98.93% | 98.93% |
07.05.2024 | 2.80% | 0.72 CHF | 0.74 CHF | 60'000 | 60'000 | 59'904 | 59'904 | 42'384 CHF | 43'585 CHF | 99.89% | 99.89% |
06.05.2024 | 3.28% | 0.68 CHF | 0.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'341 CHF | 43'756 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.71 CHF | 0.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'338 CHF | 43'538 CHF | 100.00% | 100.00% |
02.05.2024 | 2.82% | 0.69 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'034 CHF | 43'234 CHF | 98.52% | 98.52% |