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 | 0.99% | 1.02 CHF | 1.03 CHF | 51'000 | 51'000 | 50'830 | 50'830 | 51'348 CHF | 51'857 CHF | 100.00% | 100.00% |
15.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 51'000 | 51'000 | 50'901 | 50'901 | 49'652 CHF | 50'162 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 51'000 | 51'000 | 51'720 | 51'720 | 49'096 CHF | 49'613 CHF | 100.00% | 100.00% |
13.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 48'878 CHF | 49'398 CHF | 100.00% | 100.00% |
10.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 48'385 CHF | 48'905 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 47'448 CHF | 47'973 CHF | 99.09% | 99.09% |
07.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 53'000 | 53'000 | 52'976 | 52'976 | 46'358 CHF | 46'888 CHF | 99.94% | 99.94% |
06.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 46'114 CHF | 46'645 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 45'067 CHF | 45'607 CHF | 100.00% | 100.00% |
02.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 54'000 | 54'000 | 54'010 | 54'010 | 44'264 CHF | 44'804 CHF | 100.00% | 100.00% |