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 | 4.29% | 0.59 CHF | 0.62 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'143 CHF | 23'113 CHF | 97.72% | 97.72% |
15.05.2024 | 4.77% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 20'882 CHF | 21'896 CHF | 98.90% | 98.90% |
14.05.2024 | 4.75% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'140 CHF | 22'169 CHF | 100.00% | 100.00% |
13.05.2024 | 4.51% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'177 CHF | 22'155 CHF | 100.00% | 100.00% |
10.05.2024 | 4.45% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'963 CHF | 22'963 CHF | 96.53% | 96.53% |
08.05.2024 | 4.50% | 0.59 CHF | 0.62 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'045 CHF | 23'060 CHF | 96.53% | 96.53% |
07.05.2024 | 4.53% | 0.59 CHF | 0.61 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'707 CHF | 22'714 CHF | 97.06% | 97.06% |
06.05.2024 | 4.49% | 0.56 CHF | 0.58 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'738 CHF | 22'737 CHF | 100.00% | 100.00% |
03.05.2024 | 4.64% | 0.58 CHF | 0.61 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'566 CHF | 22'591 CHF | 94.71% | 94.71% |
02.05.2024 | 4.44% | 0.56 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'354 CHF | 22'323 CHF | 99.40% | 99.40% |