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 | 1.13% | 0.94 CHF | 0.95 CHF | 134'300 | 134'300 | 127'942 | 127'942 | 113'382 CHF | 114'663 CHF | 100.00% | 100.00% |
15.05.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 126'100 | 126'100 | 110'208 | 110'208 | 104'474 CHF | 105'578 CHF | 99.77% | 99.77% |
14.05.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 105'800 | 105'800 | 101'841 | 101'841 | 112'761 CHF | 113'779 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'600 | 100'600 | 95'050 | 95'059 | 109'969 CHF | 110'930 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 1.21 CHF | 1.22 CHF | 93'300 | 93'300 | 87'918 | 87'917 | 104'805 CHF | 106'346 CHF | 99.61% | 99.61% |
08.05.2024 | 1.52% | 1.28 CHF | 1.30 CHF | 82'800 | 82'800 | 85'484 | 85'484 | 112'006 CHF | 113'716 CHF | 99.29% | 99.29% |
07.05.2024 | 1.48% | 1.26 CHF | 1.28 CHF | 86'300 | 86'300 | 82'340 | 82'340 | 110'756 CHF | 112'404 CHF | 100.00% | 100.00% |
06.05.2024 | 1.48% | 1.39 CHF | 1.41 CHF | 81'200 | 81'200 | 81'200 | 81'200 | 108'869 CHF | 110'493 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 1.39 CHF | 1.41 CHF | 81'200 | 81'200 | 76'438 | 76'438 | 103'102 CHF | 104'631 CHF | 99.98% | 99.98% |
02.05.2024 | 1.40% | 1.40 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'193 CHF | 107'693 CHF | 99.99% | 99.99% |