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 | 2.38% | 0.63 CHF | 0.64 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 27'484 CHF | 28'043 CHF | 100.00% | 100.00% |
15.05.2024 | 2.55% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 42'904 | 42'904 | 26'414 CHF | 26'972 CHF | 100.00% | 100.00% |
14.05.2024 | 2.54% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 42'455 | 42'455 | 25'205 CHF | 25'758 CHF | 100.00% | 100.00% |
13.05.2024 | 2.29% | 0.65 CHF | 0.66 CHF | 96'000 | 96'000 | 43'112 | 43'112 | 28'385 CHF | 28'944 CHF | 100.00% | 100.00% |
10.05.2024 | 2.67% | 0.65 CHF | 0.66 CHF | 96'000 | 96'000 | 42'844 | 42'844 | 25'716 CHF | 26'273 CHF | 100.00% | 100.00% |
08.05.2024 | 2.71% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 42'066 | 42'066 | 24'432 CHF | 24'983 CHF | 98.40% | 98.40% |
07.05.2024 | 2.74% | 0.56 CHF | 0.57 CHF | 94'000 | 94'000 | 42'420 | 42'420 | 23'721 CHF | 24'276 CHF | 98.97% | 98.97% |
06.05.2024 | 2.50% | 0.61 CHF | 0.62 CHF | 96'000 | 96'000 | 43'256 | 43'256 | 26'202 CHF | 26'761 CHF | 99.11% | 99.11% |
03.05.2024 | 2.48% | 0.65 CHF | 0.66 CHF | 96'000 | 96'000 | 42'924 | 42'924 | 26'404 CHF | 26'961 CHF | 99.99% | 99.99% |
02.05.2024 | 2.24% | 0.67 CHF | 0.68 CHF | 96'000 | 96'000 | 43'085 | 43'085 | 29'123 CHF | 29'682 CHF | 100.00% | 100.00% |