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 | 1.19% | 0.86 CHF | 0.87 CHF | 98'000 | 98'000 | 44'217 | 44'217 | 37'808 CHF | 38'252 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 99'000 | 99'000 | 44'425 | 44'425 | 37'044 CHF | 37'490 CHF | 100.00% | 100.00% |
14.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 99'000 | 99'000 | 44'524 | 44'524 | 37'078 CHF | 37'525 CHF | 100.00% | 100.00% |
13.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 99'000 | 99'000 | 44'542 | 44'542 | 36'972 CHF | 37'418 CHF | 100.00% | 100.00% |
10.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 36'653 CHF | 37'100 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 98'000 | 98'000 | 43'832 | 43'832 | 36'735 CHF | 37'174 CHF | 99.07% | 99.07% |
07.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 99'000 | 99'000 | 44'275 | 44'275 | 37'190 CHF | 37'634 CHF | 99.81% | 99.81% |
06.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 99'000 | 99'000 | 44'683 | 44'683 | 35'643 CHF | 36'090 CHF | 100.00% | 100.00% |
03.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 44'745 | 44'745 | 34'662 CHF | 35'110 CHF | 99.96% | 99.96% |
02.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 44'732 | 44'732 | 34'101 CHF | 34'550 CHF | 99.98% | 99.98% |