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 | 1.49% | 0.69 CHF | 0.70 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 69'357 CHF | 70'400 CHF | 100.00% | 100.00% |
15.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 98'000 | 98'000 | 97'606 | 97'606 | 63'697 CHF | 64'676 CHF | 100.00% | 100.00% |
14.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 98'000 | 98'000 | 97'570 | 97'570 | 60'041 CHF | 61'017 CHF | 100.00% | 100.00% |
13.05.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 69'249 CHF | 70'245 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 75'231 CHF | 76'235 CHF | 100.00% | 100.00% |
08.05.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 102'000 | 102'000 | 101'549 | 101'549 | 80'014 CHF | 81'029 CHF | 98.84% | 98.84% |
07.05.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 98'000 | 98'000 | 99'087 | 99'087 | 65'838 CHF | 66'829 CHF | 97.92% | 97.92% |
06.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 64'907 CHF | 65'898 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 69'409 CHF | 70'405 CHF | 100.00% | 100.00% |
02.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 70'350 CHF | 71'346 CHF | 99.99% | 99.99% |