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 | 1.88% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 64'921 | 64'921 | 34'247 CHF | 34'897 CHF | 100.00% | 100.00% |
15.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 61'818 | 61'818 | 34'685 CHF | 35'305 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 35'408 CHF | 36'034 CHF | 100.00% | 100.00% |
13.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 34'209 CHF | 34'859 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 33'381 CHF | 34'031 CHF | 100.00% | 100.00% |
08.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 33'417 CHF | 34'067 CHF | 99.09% | 99.09% |
07.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 64'950 | 64'950 | 33'697 CHF | 34'347 CHF | 99.91% | 99.91% |
06.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 32'572 CHF | 33'222 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 31'936 CHF | 32'586 CHF | 99.99% | 99.99% |
02.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 30'117 CHF | 30'767 CHF | 100.00% | 100.00% |