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 | 2.19% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 64'922 | 64'922 | 29'333 CHF | 29'983 CHF | 100.00% | 100.00% |
15.05.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 61'817 | 61'817 | 25'838 CHF | 26'458 CHF | 100.00% | 100.00% |
14.05.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 25'954 CHF | 26'580 CHF | 100.00% | 100.00% |
13.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 29'342 CHF | 29'992 CHF | 100.00% | 100.00% |
10.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 30'190 CHF | 30'840 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 30'120 CHF | 30'770 CHF | 99.09% | 99.09% |
07.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 65'000 | 65'000 | 64'950 | 64'950 | 29'976 CHF | 30'626 CHF | 99.91% | 99.91% |
06.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 31'057 CHF | 31'707 CHF | 100.00% | 100.00% |
03.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 31'733 CHF | 32'383 CHF | 99.98% | 99.98% |
02.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 33'620 CHF | 34'270 CHF | 100.00% | 100.00% |