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 | 1.34% | 0.74 CHF | 0.75 CHF | 114'000 | 114'000 | 114'292 | 114'292 | 85'053 CHF | 86'197 CHF | 100.00% | 100.00% |
17.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 112'000 | 112'000 | 112'577 | 112'577 | 79'942 CHF | 81'068 CHF | 100.00% | 100.00% |
16.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 114'000 | 114'000 | 114'416 | 114'416 | 82'597 CHF | 83'742 CHF | 100.00% | 100.00% |
15.05.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 114'000 | 114'000 | 112'902 | 112'902 | 79'289 CHF | 80'420 CHF | 100.00% | 100.00% |
14.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 112'372 | 112'372 | 77'260 CHF | 78'384 CHF | 99.98% | 99.98% |
13.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 89'900 CHF | 91'077 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 87'257 CHF | 88'422 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 117'995 | 117'995 | 88'899 CHF | 90'079 CHF | 98.99% | 98.99% |
07.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 117'951 | 117'951 | 89'984 CHF | 91'164 CHF | 99.66% | 99.66% |
06.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 118'000 | 118'000 | 119'040 | 119'040 | 92'352 CHF | 93'543 CHF | 100.00% | 100.00% |