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 | 2.99% | 0.49 CHF | 0.50 CHF | 144'000 | 144'000 | 64'757 | 64'757 | 32'411 CHF | 33'257 CHF | 100.00% | 100.00% |
15.05.2024 | 2.76% | 0.54 CHF | 0.55 CHF | 146'000 | 146'000 | 65'425 | 65'425 | 35'813 CHF | 36'666 CHF | 99.96% | 99.96% |
14.05.2024 | 2.88% | 0.58 CHF | 0.59 CHF | 146'000 | 146'000 | 64'928 | 64'928 | 35'373 CHF | 36'215 CHF | 100.00% | 100.00% |
13.05.2024 | 2.92% | 0.53 CHF | 0.54 CHF | 145'000 | 145'000 | 64'766 | 64'766 | 34'056 CHF | 34'897 CHF | 100.00% | 100.00% |
10.05.2024 | 2.86% | 0.53 CHF | 0.54 CHF | 145'000 | 145'000 | 65'198 | 65'198 | 34'744 CHF | 35'594 CHF | 100.00% | 100.00% |
08.05.2024 | 2.70% | 0.59 CHF | 0.60 CHF | 146'000 | 146'000 | 65'028 | 65'028 | 37'450 CHF | 38'300 CHF | 99.07% | 99.07% |
07.05.2024 | 2.56% | 0.60 CHF | 0.61 CHF | 147'000 | 147'000 | 65'899 | 65'899 | 39'326 CHF | 40'183 CHF | 99.94% | 99.94% |
06.05.2024 | 2.44% | 0.62 CHF | 0.63 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 41'564 CHF | 42'436 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.68 CHF | 0.69 CHF | 151'000 | 151'000 | 67'549 | 67'549 | 45'723 CHF | 46'602 CHF | 99.97% | 99.97% |
02.05.2024 | 3.50% | 0.68 CHF | 0.69 CHF | 149'000 | 149'000 | 49'872 | 49'872 | 33'794 CHF | 34'568 CHF | 100.00% | 100.00% |