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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 95'000 | 95'000 | 43'629 | 43'629 | 30'805 CHF | 31'242 CHF | 98.95% | 98.95% |
17.05.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 98'000 | 98'000 | 44'537 | 44'537 | 34'058 CHF | 34'504 CHF | 99.23% | 99.23% |
16.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 98'000 | 98'000 | 44'219 | 44'219 | 33'154 CHF | 33'598 CHF | 100.00% | 100.00% |
15.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 34'406 CHF | 34'852 CHF | 100.00% | 100.00% |
14.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 34'605 CHF | 35'051 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 34'711 CHF | 35'157 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 35'143 CHF | 35'589 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 98'000 | 98'000 | 43'824 | 43'824 | 34'483 CHF | 34'922 CHF | 99.07% | 99.07% |
07.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 99'000 | 99'000 | 44'259 | 44'259 | 34'548 CHF | 34'992 CHF | 99.94% | 99.94% |
06.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 36'630 CHF | 37'077 CHF | 100.00% | 100.00% |