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 | 0.92% | 1.10 CHF | 1.11 CHF | 69'000 | 69'000 | 68'583 | 68'583 | 74'208 CHF | 74'894 CHF | 100.00% | 100.00% |
16.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 69'000 | 69'000 | 70'049 | 70'049 | 73'927 CHF | 74'628 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 71'000 | 71'000 | 68'953 | 68'953 | 74'162 CHF | 74'853 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 71'000 | 71'000 | 71'655 | 71'655 | 71'628 CHF | 72'344 CHF | 99.98% | 99.98% |
13.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 69'696 CHF | 70'422 CHF | 100.00% | 100.00% |
10.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 69'846 CHF | 70'572 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 74'595 | 74'595 | 65'299 CHF | 66'045 CHF | 99.06% | 99.06% |
07.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'447 | 74'447 | 67'951 CHF | 68'696 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.86 CHF | 0.88 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 63'915 CHF | 64'680 CHF | 100.00% | 100.00% |