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 | 1.78% | 0.54 CHF | 0.55 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 58'125 CHF | 59'168 CHF | 100.00% | 100.00% |
15.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 98'000 | 98'000 | 97'625 | 97'625 | 60'370 CHF | 61'348 CHF | 100.00% | 100.00% |
14.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 98'000 | 98'000 | 97'571 | 97'571 | 63'956 CHF | 64'932 CHF | 100.00% | 100.00% |
13.05.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 57'055 CHF | 58'051 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 52'225 CHF | 53'228 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 102'000 | 102'000 | 101'549 | 101'549 | 48'968 CHF | 49'984 CHF | 98.84% | 98.84% |
07.05.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 99'087 | 99'087 | 60'285 CHF | 61'276 CHF | 97.92% | 97.92% |
06.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 61'111 CHF | 62'102 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 57'382 CHF | 58'378 CHF | 99.97% | 99.97% |
02.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 56'691 CHF | 57'687 CHF | 99.99% | 99.99% |