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% | 0.92 CHF | 0.93 CHF | 95'000 | 95'000 | 94'916 | 94'916 | 86'578 CHF | 87'528 CHF | 100.00% | 100.00% |
15.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 95'000 | 95'000 | 94'815 | 94'815 | 87'142 CHF | 88'092 CHF | 99.97% | 99.97% |
14.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 95'000 | 95'000 | 94'983 | 94'983 | 85'919 CHF | 86'869 CHF | 100.00% | 100.00% |
13.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 85'176 CHF | 86'126 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 85'056 CHF | 86'006 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 95'000 | 95'000 | 96'035 | 96'035 | 83'670 CHF | 84'631 CHF | 99.14% | 99.14% |
07.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'785 | 99'785 | 85'934 CHF | 86'933 CHF | 99.85% | 99.85% |
06.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'659 | 99'659 | 86'185 CHF | 87'182 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'365 CHF | 87'365 CHF | 99.89% | 99.89% |
02.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'177 CHF | 86'177 CHF | 99.69% | 99.69% |