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 | 1.02% | 0.98 CHF | 0.99 CHF | 46'000 | 46'000 | 45'569 | 45'569 | 44'946 CHF | 45'402 CHF | 100.00% | 100.00% |
16.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 46'000 | 46'000 | 45'569 | 45'569 | 44'295 CHF | 44'752 CHF | 100.00% | 100.00% |
15.05.2024 | 0.99% | 0.94 CHF | 0.95 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 46'618 CHF | 47'078 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 48'000 | 48'000 | 47'362 | 47'362 | 55'756 CHF | 56'230 CHF | 99.11% | 99.11% |
13.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 47'000 | 47'000 | 46'473 | 46'473 | 50'468 CHF | 50'933 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 46'000 | 46'000 | 45'571 | 45'571 | 46'064 CHF | 46'520 CHF | 93.40% | 99.55% |
08.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 46'000 | 46'000 | 45'874 | 45'874 | 47'779 CHF | 48'238 CHF | 99.53% | 99.53% |
07.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 46'000 | 46'000 | 45'861 | 45'861 | 50'821 CHF | 51'280 CHF | 99.79% | 99.79% |
06.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 47'000 | 47'000 | 45'613 | 45'613 | 50'409 CHF | 50'866 CHF | 95.16% | 98.71% |
03.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 46'000 | 46'000 | 45'955 | 45'955 | 50'891 CHF | 51'351 CHF | 97.47% | 98.13% |