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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 174'000 | 174'000 | 78'018 | 78'018 | 23'819 CHF | 24'602 CHF | 99.88% | 99.88% |
22.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 174'000 | 174'000 | 78'204 | 78'204 | 24'165 CHF | 24'948 CHF | 100.00% | 100.00% |
21.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 176'000 | 176'000 | 79'225 | 79'225 | 23'598 CHF | 24'392 CHF | 98.34% | 98.34% |
17.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 174'000 | 174'000 | 78'166 | 78'166 | 25'633 CHF | 26'416 CHF | 99.90% | 99.90% |
16.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 174'000 | 174'000 | 78'201 | 78'201 | 25'837 CHF | 26'623 CHF | 100.00% | 100.00% |
15.05.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 176'000 | 176'000 | 78'439 | 78'439 | 25'258 CHF | 26'046 CHF | 100.00% | 100.00% |
14.05.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 176'000 | 176'000 | 78'262 | 78'262 | 26'408 CHF | 27'192 CHF | 100.00% | 100.00% |
13.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 174'000 | 174'000 | 78'202 | 78'202 | 26'154 CHF | 26'938 CHF | 100.00% | 100.00% |
10.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 174'000 | 174'000 | 78'480 | 78'480 | 25'418 CHF | 26'204 CHF | 100.00% | 100.00% |
08.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 176'000 | 176'000 | 78'115 | 78'115 | 23'820 CHF | 24'603 CHF | 99.25% | 99.25% |