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 | 0.74% | 1.37 CHF | 1.38 CHF | 69'000 | 69'000 | 68'583 | 68'583 | 92'645 CHF | 93'330 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 69'000 | 69'000 | 70'051 | 70'051 | 92'606 CHF | 93'307 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 71'000 | 71'000 | 68'953 | 68'953 | 92'505 CHF | 93'196 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 71'000 | 71'000 | 71'654 | 71'654 | 90'552 CHF | 91'269 CHF | 99.99% | 99.99% |
13.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 88'945 CHF | 89'671 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 88'988 CHF | 89'713 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 74'595 | 74'595 | 84'976 CHF | 85'722 CHF | 99.06% | 99.06% |
07.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 87'704 CHF | 88'449 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.13 CHF | 1.15 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 84'143 CHF | 84'908 CHF | 100.00% | 100.00% |