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 | 1.97% | 0.76 CHF | 0.77 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 33'377 CHF | 33'936 CHF | 100.00% | 100.00% |
15.05.2024 | 2.08% | 0.78 CHF | 0.79 CHF | 96'000 | 96'000 | 42'905 | 42'905 | 32'267 CHF | 32'825 CHF | 100.00% | 100.00% |
14.05.2024 | 2.08% | 0.72 CHF | 0.73 CHF | 94'000 | 94'000 | 42'455 | 42'455 | 31'004 CHF | 31'557 CHF | 100.00% | 100.00% |
13.05.2024 | 1.90% | 0.79 CHF | 0.80 CHF | 96'000 | 96'000 | 43'112 | 43'112 | 34'297 CHF | 34'856 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.78 CHF | 0.79 CHF | 96'000 | 96'000 | 42'844 | 42'844 | 31'558 CHF | 32'114 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.72 CHF | 0.73 CHF | 94'000 | 94'000 | 42'065 | 42'065 | 30'189 CHF | 30'740 CHF | 98.39% | 98.39% |
07.05.2024 | 2.21% | 0.70 CHF | 0.71 CHF | 94'000 | 94'000 | 42'420 | 42'420 | 29'497 CHF | 30'051 CHF | 98.97% | 98.97% |
06.05.2024 | 2.05% | 0.75 CHF | 0.76 CHF | 96'000 | 96'000 | 43'279 | 43'279 | 32'167 CHF | 32'727 CHF | 99.00% | 99.00% |
03.05.2024 | 2.03% | 0.78 CHF | 0.79 CHF | 96'000 | 96'000 | 42'919 | 42'919 | 32'280 CHF | 32'837 CHF | 99.98% | 99.98% |
02.05.2024 | 1.87% | 0.81 CHF | 0.82 CHF | 96'000 | 96'000 | 43'085 | 43'085 | 35'045 CHF | 35'604 CHF | 100.00% | 100.00% |