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 | 1.06% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 35'895 | 35'895 | 34'493 CHF | 34'853 CHF | 100.00% | 100.00% |
15.05.2024 | 1.11% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 35'677 | 35'677 | 33'216 CHF | 33'576 CHF | 99.56% | 99.56% |
14.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 35'932 | 35'932 | 32'052 CHF | 32'412 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'952 | 35'952 | 31'283 CHF | 31'643 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 65'000 | 65'000 | 35'543 | 35'543 | 33'310 CHF | 33'666 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 65'000 | 65'000 | 35'666 | 35'666 | 30'165 CHF | 30'523 CHF | 97.89% | 97.89% |
07.05.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 36'065 | 36'065 | 29'681 CHF | 30'042 CHF | 98.36% | 98.36% |
06.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'950 | 35'950 | 30'080 CHF | 30'440 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 65'000 | 65'000 | 35'638 | 35'638 | 28'628 CHF | 28'985 CHF | 99.97% | 99.97% |
02.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 24'158 | 24'158 | 19'064 CHF | 19'306 CHF | 100.00% | 100.00% |