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 | 1.19% | 0.85 CHF | 0.86 CHF | 74'300 | 74'300 | 74'300 | 74'300 | 62'297 CHF | 63'040 CHF | 100.00% | 100.00% |
16.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75'500 | 75'500 | 75'425 | 75'425 | 62'695 CHF | 63'450 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 76'500 | 76'500 | 76'331 | 76'331 | 62'547 CHF | 63'312 CHF | 99.99% | 99.99% |
14.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 73'400 | 73'400 | 74'219 | 74'219 | 60'232 CHF | 60'974 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'700 | 75'700 | 75'711 | 75'711 | 63'286 CHF | 64'043 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 78'300 | 78'300 | 77'377 | 77'377 | 63'902 CHF | 64'675 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 81'200 | 81'200 | 81'191 | 81'191 | 65'176 CHF | 65'988 CHF | 99.25% | 99.25% |
07.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 84'600 | 84'600 | 85'502 | 85'502 | 64'131 CHF | 64'986 CHF | 97.06% | 97.06% |
06.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 88'200 | 88'200 | 87'632 | 87'632 | 65'416 CHF | 66'292 CHF | 98.90% | 98.90% |
03.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 93'000 | 93'000 | 92'299 | 92'299 | 63'843 CHF | 64'766 CHF | 100.00% | 100.00% |