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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 107'000 | 107'000 | 107'300 | 107'300 | 76'169 CHF | 77'243 CHF | 100.00% | 100.00% |
17.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 105'000 | 105'000 | 105'577 | 105'577 | 78'457 CHF | 79'513 CHF | 100.00% | 100.00% |
16.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 107'428 | 107'428 | 77'574 CHF | 78'649 CHF | 100.00% | 100.00% |
15.05.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 107'000 | 107'000 | 105'949 | 105'949 | 78'695 CHF | 79'756 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 103'000 | 103'000 | 105'420 | 105'420 | 79'914 CHF | 80'969 CHF | 100.00% | 100.00% |
13.05.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 74'473 CHF | 75'580 CHF | 100.00% | 100.00% |
10.05.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 111'000 | 111'000 | 109'503 | 109'503 | 75'389 CHF | 76'484 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 111'000 | 111'000 | 110'981 | 110'981 | 76'233 CHF | 77'343 CHF | 99.06% | 99.06% |
07.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 111'000 | 111'000 | 110'996 | 110'996 | 75'253 CHF | 76'363 CHF | 99.66% | 99.66% |
06.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 74'153 CHF | 75'273 CHF | 100.00% | 100.00% |