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 | 1.20% | 1.51 CHF | 1.52 CHF | 87'000 | 87'000 | 39'167 | 39'167 | 58'723 CHF | 59'319 CHF | 100.00% | 100.00% |
15.05.2024 | 1.21% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 39'339 | 39'339 | 58'484 CHF | 59'081 CHF | 100.00% | 100.00% |
14.05.2024 | 1.17% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 39'181 | 39'181 | 59'346 CHF | 59'939 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 1.52 CHF | 1.53 CHF | 87'000 | 87'000 | 39'101 | 39'101 | 59'077 CHF | 59'670 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 1.50 CHF | 1.51 CHF | 87'000 | 87'000 | 39'359 | 39'359 | 58'509 CHF | 59'107 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 39'184 | 39'184 | 56'895 CHF | 57'493 CHF | 99.25% | 99.25% |
07.05.2024 | 1.25% | 1.43 CHF | 1.44 CHF | 88'000 | 88'000 | 39'697 | 39'697 | 56'897 CHF | 57'497 CHF | 98.97% | 98.97% |
06.05.2024 | 1.27% | 1.39 CHF | 1.40 CHF | 89'000 | 89'000 | 40'486 | 40'486 | 56'814 CHF | 57'428 CHF | 99.02% | 99.02% |
03.05.2024 | 1.29% | 1.39 CHF | 1.40 CHF | 89'000 | 89'000 | 40'399 | 40'399 | 55'932 CHF | 56'545 CHF | 99.72% | 99.72% |
02.05.2024 | 1.27% | 1.42 CHF | 1.43 CHF | 88'000 | 88'000 | 39'562 | 39'562 | 56'016 CHF | 56'616 CHF | 99.99% | 99.99% |