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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.24% | 0.87 CHF | 0.89 CHF | 97'000 | 97'000 | 97'038 | 97'038 | 85'830 CHF | 87'771 CHF | 100.00% | 100.00% |
23.05.2024 | 2.18% | 0.92 CHF | 0.94 CHF | 98'000 | 98'000 | 97'156 | 97'156 | 88'676 CHF | 90'626 CHF | 99.66% | 99.66% |
22.05.2024 | 2.11% | 0.93 CHF | 0.95 CHF | 98'000 | 98'000 | 98'015 | 98'015 | 91'918 CHF | 93'878 CHF | 100.00% | 100.00% |
21.05.2024 | 2.40% | 0.94 CHF | 0.96 CHF | 98'000 | 98'000 | 96'002 | 96'002 | 79'399 CHF | 81'320 CHF | 98.82% | 98.82% |
17.05.2024 | 2.60% | 0.76 CHF | 0.78 CHF | 95'000 | 95'000 | 94'872 | 94'872 | 72'179 CHF | 74'076 CHF | 99.27% | 99.27% |
16.05.2024 | 2.65% | 0.77 CHF | 0.79 CHF | 95'000 | 95'000 | 94'442 | 94'442 | 70'557 CHF | 72'447 CHF | 100.00% | 100.00% |
15.05.2024 | 2.53% | 0.72 CHF | 0.74 CHF | 94'000 | 94'000 | 94'926 | 94'926 | 74'777 CHF | 76'680 CHF | 100.00% | 100.00% |
14.05.2024 | 2.09% | 0.99 CHF | 1.01 CHF | 99'000 | 99'000 | 98'278 | 98'278 | 93'335 CHF | 95'301 CHF | 100.00% | 100.00% |
13.05.2024 | 2.30% | 0.88 CHF | 0.90 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 82'918 CHF | 84'850 CHF | 99.88% | 99.88% |
10.05.2024 | 2.52% | 0.81 CHF | 0.83 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 73'861 CHF | 75'747 CHF | 100.00% | 100.00% |