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 | 3.02% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 64'924 | 64'924 | 21'229 CHF | 21'879 CHF | 100.00% | 100.00% |
15.05.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 61'823 | 61'823 | 18'103 CHF | 18'723 CHF | 100.00% | 100.00% |
14.05.2024 | 3.38% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 18'226 CHF | 18'852 CHF | 100.00% | 100.00% |
13.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 21'258 CHF | 21'908 CHF | 100.00% | 100.00% |
10.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 22'144 CHF | 22'794 CHF | 100.00% | 100.00% |
08.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 65'000 | 65'000 | 64'991 | 64'991 | 22'036 CHF | 22'686 CHF | 99.09% | 99.09% |
07.05.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 64'951 | 64'951 | 21'994 CHF | 22'644 CHF | 99.91% | 99.91% |
06.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 23'009 CHF | 23'659 CHF | 100.00% | 100.00% |
03.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 23'678 CHF | 24'328 CHF | 99.99% | 99.99% |
02.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 25'518 CHF | 26'168 CHF | 100.00% | 100.00% |