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 | 4.08% | 0.24 CHF | 0.25 CHF | 86'000 | 86'000 | 85'865 | 85'865 | 20'690 CHF | 21'550 CHF | 100.00% | 100.00% |
15.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 86'000 | 86'000 | 85'745 | 85'745 | 19'784 CHF | 20'643 CHF | 100.00% | 100.00% |
14.05.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 86'000 | 86'000 | 85'983 | 85'983 | 21'554 CHF | 22'414 CHF | 100.00% | 100.00% |
13.05.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 20'613 CHF | 21'473 CHF | 100.00% | 100.00% |
10.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 22'113 CHF | 22'973 CHF | 100.00% | 100.00% |
08.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 87'985 | 87'985 | 29'679 CHF | 30'559 CHF | 99.09% | 99.09% |
07.05.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 88'451 | 88'451 | 31'415 CHF | 32'300 CHF | 99.88% | 99.88% |
06.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 90'196 | 90'196 | 37'108 CHF | 38'010 CHF | 100.00% | 100.00% |
03.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 90'000 | 90'000 | 90'247 | 90'247 | 37'818 CHF | 38'720 CHF | 100.00% | 100.00% |
02.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 90'000 | 90'000 | 91'195 | 91'195 | 40'135 CHF | 41'047 CHF | 99.99% | 99.99% |