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 | 2.24% | 0.91 CHF | 0.93 CHF | 108'000 | 108'000 | 107'910 | 107'910 | 95'397 CHF | 97'557 CHF | 98.47% | 98.47% |
15.05.2024 | 2.27% | 0.84 CHF | 0.86 CHF | 108'000 | 108'000 | 107'768 | 107'768 | 94'225 CHF | 96'385 CHF | 98.73% | 98.73% |
14.05.2024 | 2.33% | 0.84 CHF | 0.86 CHF | 108'000 | 108'000 | 107'980 | 107'980 | 91'845 CHF | 94'005 CHF | 99.59% | 99.59% |
13.05.2024 | 2.39% | 0.84 CHF | 0.86 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 89'281 CHF | 91'441 CHF | 97.70% | 97.70% |
10.05.2024 | 2.13% | 0.86 CHF | 0.88 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 100'359 CHF | 102'519 CHF | 99.65% | 99.65% |
08.05.2024 | 2.13% | 0.93 CHF | 0.95 CHF | 108'000 | 108'000 | 107'979 | 107'979 | 100'219 CHF | 102'379 CHF | 99.23% | 99.23% |
07.05.2024 | 2.03% | 0.98 CHF | 1.00 CHF | 108'000 | 108'000 | 107'932 | 107'932 | 105'391 CHF | 107'551 CHF | 99.60% | 99.60% |
06.05.2024 | 1.96% | 1.05 CHF | 1.07 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 109'180 CHF | 111'340 CHF | 99.85% | 99.85% |
03.05.2024 | 2.07% | 0.91 CHF | 0.93 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 103'474 CHF | 105'634 CHF | 98.61% | 98.61% |
02.05.2024 | 2.23% | 0.96 CHF | 0.98 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 95'896 CHF | 98'056 CHF | 100.00% | 100.00% |