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 | 1.35% | 0.72 CHF | 0.73 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 76'929 CHF | 77'972 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 98'000 | 98'000 | 97'604 | 97'604 | 77'921 CHF | 78'900 CHF | 100.00% | 100.00% |
14.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 98'000 | 98'000 | 97'581 | 97'581 | 81'508 CHF | 82'484 CHF | 100.00% | 100.00% |
13.05.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 74'927 CHF | 75'923 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 70'175 CHF | 71'179 CHF | 100.00% | 100.00% |
08.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 102'000 | 102'000 | 101'545 | 101'545 | 67'165 CHF | 68'180 CHF | 98.84% | 98.84% |
07.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 98'000 | 98'000 | 99'089 | 99'089 | 78'067 CHF | 79'059 CHF | 97.92% | 97.92% |
06.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 78'817 CHF | 79'808 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 75'147 CHF | 76'143 CHF | 99.98% | 99.98% |
02.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 74'515 CHF | 75'511 CHF | 100.00% | 100.00% |