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 | 5.12% | 0.51 CHF | 0.54 CHF | 70'000 | 70'000 | 69'915 | 69'915 | 35'897 CHF | 37'784 CHF | 100.00% | 100.00% |
15.05.2024 | 4.02% | 0.49 CHF | 0.51 CHF | 70'000 | 70'000 | 69'875 | 69'875 | 34'182 CHF | 35'582 CHF | 100.00% | 100.00% |
14.05.2024 | 4.00% | 0.49 CHF | 0.51 CHF | 70'000 | 70'000 | 69'959 | 69'959 | 34'331 CHF | 35'731 CHF | 100.00% | 100.00% |
13.05.2024 | 4.00% | 0.50 CHF | 0.52 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 34'351 CHF | 35'751 CHF | 99.82% | 99.82% |
10.05.2024 | 4.57% | 0.50 CHF | 0.52 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 35'662 CHF | 37'333 CHF | 100.00% | 100.00% |
08.05.2024 | 4.44% | 0.52 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'013 CHF | 37'653 CHF | 98.93% | 98.93% |
07.05.2024 | 3.88% | 0.52 CHF | 0.54 CHF | 70'000 | 70'000 | 69'861 | 69'861 | 35'497 CHF | 36'898 CHF | 99.89% | 99.89% |
06.05.2024 | 4.56% | 0.49 CHF | 0.51 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 35'314 CHF | 36'965 CHF | 100.00% | 100.00% |
03.05.2024 | 3.88% | 0.51 CHF | 0.53 CHF | 70'000 | 70'000 | 76'024 | 76'024 | 38'389 CHF | 39'910 CHF | 100.00% | 100.00% |
02.05.2024 | 3.93% | 0.49 CHF | 0.51 CHF | 80'000 | 80'000 | 73'101 | 73'101 | 36'442 CHF | 37'904 CHF | 98.51% | 98.51% |