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 | 1.91% | 0.51 CHF | 0.52 CHF | 97'500 | 97'500 | 97'028 | 97'028 | 50'427 CHF | 51'398 CHF | 100.00% | 100.00% |
15.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 95'500 | 95'500 | 94'862 | 94'862 | 51'564 CHF | 52'515 CHF | 100.00% | 100.00% |
14.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 97'000 | 97'000 | 96'591 | 96'591 | 53'413 CHF | 54'379 CHF | 100.00% | 100.00% |
13.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 102'900 | 102'900 | 102'614 | 102'614 | 53'491 CHF | 54'517 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 103'600 | 103'600 | 100'140 | 100'140 | 52'370 CHF | 53'371 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 110'400 | 110'400 | 109'929 | 109'929 | 59'886 CHF | 60'985 CHF | 99.24% | 99.24% |
07.05.2024 | 1.94% | 0.47 CHF | 0.48 CHF | 105'500 | 105'500 | 102'451 | 102'451 | 52'345 CHF | 53'369 CHF | 97.62% | 97.62% |
06.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 109'800 | 109'800 | 109'347 | 109'347 | 53'926 CHF | 55'019 CHF | 100.00% | 100.00% |
03.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 109'200 | 109'200 | 108'750 | 108'750 | 53'576 CHF | 54'664 CHF | 100.00% | 100.00% |
02.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 55'009 CHF | 56'154 CHF | 100.00% | 100.00% |