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 | 0.92% | 1.06 CHF | 1.07 CHF | 95'000 | 95'000 | 43'629 | 43'629 | 47'784 CHF | 48'221 CHF | 98.95% | 98.95% |
17.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 98'000 | 98'000 | 44'536 | 44'536 | 51'375 CHF | 51'822 CHF | 99.23% | 99.23% |
16.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 98'000 | 98'000 | 44'216 | 44'216 | 50'215 CHF | 50'659 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 99'000 | 99'000 | 44'430 | 44'430 | 51'502 CHF | 51'948 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 99'000 | 99'000 | 44'521 | 44'521 | 51'870 CHF | 52'316 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 51'956 CHF | 52'402 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 52'373 CHF | 52'820 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 98'000 | 98'000 | 43'819 | 43'819 | 51'449 CHF | 51'888 CHF | 99.09% | 99.09% |
07.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 99'000 | 99'000 | 44'257 | 44'257 | 51'754 CHF | 52'197 CHF | 99.94% | 99.94% |
06.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 99'000 | 99'000 | 44'699 | 44'699 | 53'934 CHF | 54'382 CHF | 100.00% | 100.00% |