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 | 1.94% | 1.05 CHF | 1.07 CHF | 95'000 | 95'000 | 94'439 | 94'439 | 96'549 CHF | 98'439 CHF | 100.00% | 100.00% |
15.05.2024 | 1.88% | 0.99 CHF | 1.01 CHF | 94'000 | 94'000 | 94'935 | 94'935 | 100'916 CHF | 102'818 CHF | 100.00% | 100.00% |
14.05.2024 | 1.62% | 1.26 CHF | 1.28 CHF | 99'000 | 99'000 | 98'280 | 98'280 | 120'386 CHF | 122'352 CHF | 100.00% | 100.00% |
13.05.2024 | 1.75% | 1.15 CHF | 1.17 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 109'507 CHF | 111'439 CHF | 99.87% | 99.87% |
10.05.2024 | 1.87% | 1.08 CHF | 1.10 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 99'768 CHF | 101'654 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 1.12 CHF | 1.14 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 103'482 CHF | 105'383 CHF | 98.93% | 98.93% |
07.05.2024 | 1.72% | 1.13 CHF | 1.15 CHF | 96'000 | 96'000 | 95'921 | 95'921 | 110'805 CHF | 112'726 CHF | 99.89% | 99.89% |
06.05.2024 | 1.72% | 1.18 CHF | 1.20 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 110'581 CHF | 112'502 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 1.15 CHF | 1.17 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 110'663 CHF | 112'582 CHF | 99.94% | 99.94% |
02.05.2024 | 1.68% | 1.22 CHF | 1.24 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 114'012 CHF | 115'943 CHF | 98.57% | 98.57% |