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 | 1.90% | 0.52 CHF | 0.53 CHF | 45'000 | 45'000 | 45'616 | 45'616 | 23'780 CHF | 24'236 CHF | 100.00% | 100.00% |
15.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 24'124 CHF | 24'574 CHF | 100.00% | 100.00% |
14.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 23'764 CHF | 24'214 CHF | 100.00% | 100.00% |
13.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 23'183 CHF | 23'633 CHF | 100.00% | 100.00% |
10.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'907 CHF | 22'307 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'192 CHF | 23'592 CHF | 100.00% | 100.00% |
07.05.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 21'416 CHF | 21'766 CHF | 100.00% | 100.00% |
06.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 22'144 CHF | 22'494 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 21'528 CHF | 21'878 CHF | 100.00% | 100.00% |
02.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 35'000 | 35'000 | 38'249 | 38'249 | 24'019 CHF | 24'402 CHF | 99.91% | 99.91% |