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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 44'282 CHF | 45'352 CHF | 99.33% | 99.33% |
16.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 107'000 | 107'000 | 105'996 | 105'996 | 46'127 CHF | 47'188 CHF | 100.00% | 100.00% |
15.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 106'000 | 106'000 | 106'128 | 106'128 | 45'732 CHF | 46'796 CHF | 100.00% | 100.00% |
14.05.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 108'000 | 108'000 | 108'568 | 108'568 | 40'769 CHF | 41'855 CHF | 99.98% | 99.98% |
13.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 41'808 CHF | 42'888 CHF | 100.00% | 100.00% |
10.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 108'000 | 108'000 | 107'458 | 107'458 | 43'165 CHF | 44'240 CHF | 100.00% | 100.00% |
08.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 109'000 | 109'000 | 108'583 | 108'583 | 40'595 CHF | 41'681 CHF | 99.15% | 99.15% |
07.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 109'000 | 109'000 | 109'966 | 109'966 | 37'336 CHF | 38'436 CHF | 99.85% | 99.85% |
06.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 34'839 CHF | 35'949 CHF | 100.00% | 100.00% |
03.05.2024 | 3.48% | 0.31 CHF | 0.32 CHF | 111'000 | 111'000 | 112'175 | 112'175 | 31'926 CHF | 33'048 CHF | 100.00% | 100.00% |