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 | 1.33% | 0.77 CHF | 0.78 CHF | 107'000 | 107'000 | 107'429 | 107'429 | 80'557 CHF | 81'632 CHF | 100.00% | 100.00% |
15.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 105'935 | 105'935 | 81'568 CHF | 82'630 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 103'000 | 103'000 | 105'422 | 105'422 | 82'809 CHF | 83'864 CHF | 99.99% | 99.99% |
13.05.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 77'450 CHF | 78'557 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 111'000 | 111'000 | 109'504 | 109'504 | 78'437 CHF | 79'532 CHF | 100.00% | 100.00% |
08.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 111'000 | 111'000 | 110'980 | 110'980 | 78'615 CHF | 79'725 CHF | 99.06% | 99.06% |
07.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 111'000 | 111'000 | 110'995 | 110'995 | 77'599 CHF | 78'709 CHF | 99.66% | 99.66% |
06.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 76'507 CHF | 77'627 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 113'000 | 113'000 | 112'782 | 112'782 | 77'396 CHF | 78'524 CHF | 100.00% | 100.00% |
02.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 113'000 | 113'000 | 111'314 | 111'314 | 77'805 CHF | 78'918 CHF | 100.00% | 100.00% |