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 | 4.11% | 0.61 CHF | 0.64 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'648 CHF | 23'595 CHF | 97.72% | 97.72% |
15.05.2024 | 4.53% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 20'974 CHF | 21'941 CHF | 98.90% | 98.90% |
14.05.2024 | 4.91% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'118 CHF | 22'180 CHF | 100.00% | 100.00% |
13.05.2024 | 4.89% | 0.58 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'130 CHF | 22'188 CHF | 100.00% | 100.00% |
10.05.2024 | 3.82% | 0.58 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'397 CHF | 23'269 CHF | 96.53% | 96.53% |
08.05.2024 | 4.13% | 0.60 CHF | 0.63 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'483 CHF | 23'430 CHF | 95.41% | 95.41% |
07.05.2024 | 4.49% | 0.60 CHF | 0.63 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'981 CHF | 22'991 CHF | 97.06% | 97.06% |
06.05.2024 | 4.15% | 0.55 CHF | 0.58 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'977 CHF | 22'903 CHF | 100.00% | 100.00% |
03.05.2024 | 4.49% | 0.59 CHF | 0.61 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'733 CHF | 22'730 CHF | 94.71% | 94.71% |
02.05.2024 | 4.26% | 0.56 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'425 CHF | 22'356 CHF | 99.40% | 99.40% |