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 | 1.00% | 1.00 CHF | 1.01 CHF | 27'000 | 27'000 | 27'606 | 27'606 | 27'435 CHF | 27'711 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 28'000 | 28'000 | 27'936 | 27'936 | 26'899 CHF | 27'179 CHF | 100.00% | 100.00% |
14.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 28'000 | 28'000 | 27'997 | 27'997 | 25'323 CHF | 25'603 CHF | 99.99% | 99.99% |
13.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 28'000 | 28'000 | 28'311 | 28'311 | 24'952 CHF | 25'235 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 29'000 | 29'000 | 29'101 | 29'101 | 22'628 CHF | 22'919 CHF | 100.00% | 100.00% |
08.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 30'000 | 30'000 | 30'250 | 30'250 | 19'639 CHF | 19'941 CHF | 99.25% | 99.25% |
07.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 31'000 | 31'000 | 31'129 | 31'129 | 17'053 CHF | 17'365 CHF | 97.36% | 97.36% |
06.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 17'845 CHF | 18'155 CHF | 98.56% | 98.56% |
03.05.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 17'847 CHF | 18'157 CHF | 99.97% | 99.97% |
02.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 31'000 | 31'000 | 31'032 | 31'032 | 17'215 CHF | 17'525 CHF | 99.99% | 99.99% |