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 | 1.09% | 0.92 CHF | 0.93 CHF | 98'000 | 98'000 | 44'217 | 44'217 | 41'174 CHF | 41'618 CHF | 100.00% | 100.00% |
15.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 99'000 | 99'000 | 44'425 | 44'425 | 42'445 CHF | 42'891 CHF | 100.00% | 100.00% |
14.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 99'000 | 99'000 | 44'521 | 44'521 | 42'742 CHF | 43'188 CHF | 100.00% | 100.00% |
13.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 42'868 CHF | 43'314 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 99'000 | 99'000 | 44'546 | 44'546 | 43'225 CHF | 43'672 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 98'000 | 98'000 | 43'824 | 43'824 | 42'500 CHF | 42'939 CHF | 99.07% | 99.07% |
07.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 99'000 | 99'000 | 44'259 | 44'259 | 42'581 CHF | 43'025 CHF | 99.94% | 99.94% |
06.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 99'000 | 99'000 | 44'699 | 44'699 | 44'848 CHF | 45'296 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 44'742 | 44'742 | 46'016 CHF | 46'465 CHF | 99.96% | 99.96% |
02.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 47'107 CHF | 47'555 CHF | 99.98% | 99.98% |