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% | 0.94 CHF | 0.95 CHF | 107'000 | 107'000 | 107'425 | 107'425 | 98'609 CHF | 99'684 CHF | 100.00% | 100.00% |
15.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 107'000 | 107'000 | 105'936 | 105'936 | 99'347 CHF | 100'409 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 103'000 | 103'000 | 105'422 | 105'422 | 100'443 CHF | 101'498 CHF | 99.99% | 99.99% |
13.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 96'510 CHF | 97'617 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 111'000 | 111'000 | 109'505 | 109'505 | 97'271 CHF | 98'366 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 111'000 | 111'000 | 110'982 | 110'982 | 97'581 CHF | 98'691 CHF | 99.06% | 99.06% |
07.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 111'000 | 111'000 | 110'994 | 110'994 | 96'679 CHF | 97'789 CHF | 99.66% | 99.66% |
06.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 95'724 CHF | 96'844 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 113'000 | 113'000 | 112'782 | 112'782 | 96'202 CHF | 97'330 CHF | 99.99% | 99.99% |
02.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 113'000 | 113'000 | 111'314 | 111'314 | 96'461 CHF | 97'574 CHF | 100.00% | 100.00% |