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 | 4.33% | 0.62 CHF | 0.63 CHF | 43'000 | 43'000 | 19'298 | 19'298 | 10'639 CHF | 10'990 CHF | 100.00% | 100.00% |
15.05.2024 | 3.35% | 0.58 CHF | 0.59 CHF | 43'000 | 43'000 | 19'537 | 19'537 | 12'847 CHF | 13'203 CHF | 99.89% | 99.89% |
14.05.2024 | 2.97% | 0.80 CHF | 0.81 CHF | 44'000 | 44'000 | 19'767 | 19'767 | 15'602 CHF | 15'960 CHF | 99.99% | 99.99% |
13.05.2024 | 3.14% | 0.82 CHF | 0.83 CHF | 44'000 | 44'000 | 19'981 | 19'981 | 15'187 CHF | 15'544 CHF | 98.03% | 98.03% |
10.05.2024 | 2.40% | 0.67 CHF | 0.68 CHF | 43'000 | 43'000 | 19'636 | 19'636 | 12'691 CHF | 12'946 CHF | 100.00% | 100.00% |
08.05.2024 | 2.59% | 0.62 CHF | 0.63 CHF | 43'000 | 43'000 | 19'193 | 19'193 | 11'625 CHF | 11'877 CHF | 98.19% | 98.19% |
07.05.2024 | 2.19% | 0.64 CHF | 0.65 CHF | 43'000 | 43'000 | 19'603 | 19'603 | 13'378 CHF | 13'633 CHF | 99.78% | 99.78% |
06.05.2024 | 1.61% | 0.80 CHF | 0.81 CHF | 44'000 | 44'000 | 20'529 | 20'529 | 18'366 CHF | 18'628 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 1.01 CHF | 1.02 CHF | 46'000 | 46'000 | 20'691 | 20'691 | 19'255 CHF | 19'526 CHF | 99.33% | 99.33% |
02.05.2024 | 2.45% | 0.69 CHF | 0.70 CHF | 43'000 | 43'000 | 19'208 | 19'208 | 12'316 CHF | 12'567 CHF | 98.58% | 98.58% |