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 | 1.31% | 0.73 CHF | 0.74 CHF | 77'500 | 77'500 | 77'512 | 77'512 | 59'581 CHF | 60'357 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 76'500 | 76'500 | 75'538 | 75'538 | 50'880 CHF | 51'636 CHF | 100.00% | 100.00% |
14.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 75'500 | 75'500 | 75'507 | 75'507 | 50'288 CHF | 51'044 CHF | 98.98% | 98.98% |
13.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 76'500 | 76'500 | 75'791 | 75'791 | 53'060 CHF | 53'819 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 77'500 | 77'500 | 77'078 | 77'078 | 58'247 CHF | 59'019 CHF | 99.36% | 99.36% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 79'500 | 79'500 | 79'479 | 79'479 | 68'050 CHF | 68'845 CHF | 99.42% | 99.42% |
07.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 80'000 | 80'000 | 78'824 | 78'824 | 67'471 CHF | 68'260 CHF | 99.66% | 99.66% |
06.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 80'000 | 80'000 | 79'358 | 79'358 | 70'943 CHF | 71'737 CHF | 98.45% | 98.45% |
03.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 81'000 | 81'000 | 81'360 | 81'360 | 77'496 CHF | 78'309 CHF | 97.04% | 97.04% |
02.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 83'500 | 83'500 | 82'802 | 82'802 | 83'393 CHF | 84'222 CHF | 99.11% | 99.11% |