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 | 0.97% | 1.05 CHF | 1.06 CHF | 129'700 | 129'700 | 71'417 | 71'417 | 75'442 CHF | 76'159 CHF | 100.00% | 100.00% |
15.05.2024 | 1.08% | 1.01 CHF | 1.02 CHF | 144'800 | 144'800 | 81'472 | 81'472 | 77'700 CHF | 78'518 CHF | 100.00% | 100.00% |
14.05.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 157'400 | 157'400 | 86'803 | 86'803 | 77'312 CHF | 78'182 CHF | 99.91% | 99.91% |
13.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 154'100 | 154'100 | 83'103 | 83'103 | 77'080 CHF | 77'913 CHF | 100.00% | 100.00% |
10.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 160'200 | 160'200 | 88'348 | 88'348 | 79'101 CHF | 79'986 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 168'100 | 168'100 | 92'071 | 92'071 | 77'692 CHF | 78'614 CHF | 99.15% | 99.15% |
07.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 155'800 | 155'800 | 85'901 | 85'901 | 76'150 CHF | 77'011 CHF | 100.00% | 100.00% |
06.05.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 173'400 | 173'400 | 95'642 | 95'642 | 78'494 CHF | 79'452 CHF | 100.00% | 100.00% |
03.05.2024 | 1.38% | 0.78 CHF | 0.79 CHF | 199'600 | 199'600 | 112'373 | 112'373 | 83'645 CHF | 84'771 CHF | 99.99% | 99.99% |
02.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 217'300 | 217'300 | 119'332 | 119'332 | 83'204 CHF | 84'399 CHF | 99.99% | 99.99% |