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 | 1.10% | 0.93 CHF | 0.94 CHF | 31'000 | 31'000 | 30'971 | 30'971 | 28'184 CHF | 28'494 CHF | 100.00% | 100.00% |
15.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 31'000 | 31'000 | 31'189 | 31'189 | 27'154 CHF | 27'466 CHF | 100.00% | 100.00% |
14.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 31'000 | 31'000 | 30'994 | 30'994 | 27'483 CHF | 27'793 CHF | 99.99% | 99.99% |
13.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 27'902 CHF | 28'212 CHF | 99.86% | 99.86% |
10.05.2024 | 1.77% | 0.95 CHF | 0.96 CHF | 31'000 | 31'000 | 28'306 | 28'306 | 25'603 CHF | 25'905 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 32'000 | 32'000 | 31'968 | 31'968 | 26'673 CHF | 26'993 CHF | 98.93% | 98.93% |
07.05.2024 | 1.31% | 0.71 CHF | 0.72 CHF | 33'000 | 33'000 | 32'361 | 32'361 | 24'601 CHF | 24'924 CHF | 99.89% | 99.89% |
06.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 32'000 | 32'000 | 32'218 | 32'218 | 24'854 CHF | 25'176 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 32'000 | 32'000 | 32'241 | 32'241 | 24'966 CHF | 25'288 CHF | 99.98% | 99.98% |
02.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 24'982 CHF | 25'302 CHF | 98.57% | 98.57% |