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 | 4.29% | 0.22 CHF | 0.23 CHF | 65'000 | 65'000 | 64'922 | 64'922 | 14'848 CHF | 15'498 CHF | 100.00% | 100.00% |
15.05.2024 | 5.04% | 0.22 CHF | 0.23 CHF | 65'000 | 65'000 | 61'817 | 61'817 | 12'067 CHF | 12'686 CHF | 100.00% | 100.00% |
14.05.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 12'066 CHF | 12'692 CHF | 100.00% | 100.00% |
13.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 14'899 CHF | 15'549 CHF | 100.00% | 100.00% |
10.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 15'736 CHF | 16'386 CHF | 100.00% | 100.00% |
08.05.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 15'703 CHF | 16'353 CHF | 99.09% | 99.09% |
07.05.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 65'000 | 65'000 | 64'951 | 64'951 | 15'618 CHF | 16'268 CHF | 99.91% | 99.91% |
06.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 16'703 CHF | 17'353 CHF | 100.00% | 100.00% |
03.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 17'331 CHF | 17'981 CHF | 99.99% | 99.99% |
02.05.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 19'193 CHF | 19'843 CHF | 100.00% | 100.00% |