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 | 2.34% | 0.41 CHF | 0.42 CHF | 65'000 | 65'000 | 64'921 | 64'921 | 27'554 CHF | 28'204 CHF | 100.00% | 100.00% |
15.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 65'000 | 65'000 | 61'818 | 61'818 | 24'166 CHF | 24'786 CHF | 100.00% | 100.00% |
14.05.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 62'587 | 62'587 | 24'347 CHF | 24'973 CHF | 100.00% | 100.00% |
13.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 27'605 CHF | 28'255 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 28'580 CHF | 29'230 CHF | 100.00% | 100.00% |
08.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 65'000 | 65'000 | 64'991 | 64'991 | 28'404 CHF | 29'054 CHF | 99.09% | 99.09% |
07.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 65'000 | 65'000 | 64'950 | 64'950 | 28'352 CHF | 29'002 CHF | 99.91% | 99.91% |
06.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 29'269 CHF | 29'919 CHF | 100.00% | 100.00% |
03.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 30'016 CHF | 30'666 CHF | 99.97% | 99.97% |
02.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 31'851 CHF | 32'501 CHF | 100.00% | 100.00% |