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 | 1.08% | 0.97 CHF | 0.98 CHF | 35'500 | 35'500 | 35'214 | 35'214 | 32'882 CHF | 33'235 CHF | 100.00% | 100.00% |
16.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 35'500 | 35'500 | 35'168 | 35'168 | 30'378 CHF | 30'730 CHF | 100.00% | 100.00% |
15.05.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 35'500 | 35'500 | 35'474 | 35'474 | 28'399 CHF | 28'755 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 36'000 | 36'000 | 35'806 | 35'806 | 27'669 CHF | 28'027 CHF | 98.91% | 98.91% |
13.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 35'500 | 35'500 | 35'173 | 35'173 | 29'586 CHF | 29'939 CHF | 99.76% | 99.76% |
10.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 36'000 | 36'000 | 35'484 | 35'484 | 28'435 CHF | 28'790 CHF | 99.83% | 99.83% |
08.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 36'000 | 36'000 | 35'432 | 35'432 | 29'168 CHF | 29'522 CHF | 99.45% | 99.45% |
07.05.2024 | 1.47% | 0.79 CHF | 0.80 CHF | 36'000 | 36'000 | 35'896 | 35'896 | 24'626 CHF | 24'986 CHF | 100.00% | 100.00% |
06.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 36'500 | 36'500 | 36'081 | 36'081 | 23'383 CHF | 23'744 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 36'500 | 36'500 | 36'298 | 36'298 | 23'356 CHF | 23'719 CHF | 98.09% | 98.09% |