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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 98'000 | 98'000 | 44'536 | 44'536 | 25'976 CHF | 26'422 CHF | 99.23% | 99.23% |
16.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 98'000 | 98'000 | 44'217 | 44'217 | 25'119 CHF | 25'563 CHF | 100.00% | 100.00% |
15.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 99'000 | 99'000 | 44'423 | 44'423 | 26'341 CHF | 26'787 CHF | 100.00% | 100.00% |
14.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 26'506 CHF | 26'952 CHF | 99.99% | 99.99% |
13.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 26'598 CHF | 27'045 CHF | 100.00% | 100.00% |
10.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 99'000 | 99'000 | 44'546 | 44'546 | 26'988 CHF | 27'434 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 98'000 | 98'000 | 43'823 | 43'823 | 26'455 CHF | 26'894 CHF | 99.07% | 99.07% |
07.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 99'000 | 99'000 | 44'259 | 44'259 | 26'545 CHF | 26'989 CHF | 99.94% | 99.94% |
06.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 99'000 | 99'000 | 44'699 | 44'699 | 28'530 CHF | 28'977 CHF | 100.00% | 100.00% |
03.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 44'753 | 44'753 | 29'697 CHF | 30'145 CHF | 99.94% | 99.94% |