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 | 1.12% | 0.91 CHF | 0.92 CHF | 47'000 | 47'000 | 46'483 | 46'483 | 41'377 CHF | 41'842 CHF | 100.00% | 100.00% |
15.05.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 47'000 | 47'000 | 46'760 | 46'760 | 39'213 CHF | 39'682 CHF | 100.00% | 100.00% |
14.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 47'000 | 47'000 | 47'317 | 47'317 | 37'833 CHF | 38'306 CHF | 99.99% | 99.99% |
13.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 38'578 CHF | 39'051 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 43'116 CHF | 43'583 CHF | 100.00% | 100.00% |
08.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 37'593 CHF | 38'070 CHF | 99.06% | 99.06% |
07.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 47'000 | 47'000 | 46'693 | 46'693 | 39'926 CHF | 40'393 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.74 CHF | 0.81 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 34'887 CHF | 35'365 CHF | 99.96% | 99.96% |
02.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 48'000 | 48'000 | 48'180 | 48'180 | 33'040 CHF | 33'522 CHF | 100.00% | 100.00% |