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 | 1.63% | 1.24 CHF | 1.26 CHF | 95'000 | 95'000 | 94'439 | 94'439 | 114'858 CHF | 116'749 CHF | 100.00% | 100.00% |
15.05.2024 | 1.59% | 1.19 CHF | 1.21 CHF | 94'000 | 94'000 | 94'927 | 94'927 | 119'327 CHF | 121'230 CHF | 100.00% | 100.00% |
14.05.2024 | 1.40% | 1.46 CHF | 1.48 CHF | 99'000 | 99'000 | 98'279 | 98'279 | 139'443 CHF | 141'409 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 1.35 CHF | 1.37 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 128'247 CHF | 130'179 CHF | 99.86% | 99.86% |
10.05.2024 | 1.58% | 1.27 CHF | 1.29 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 118'088 CHF | 119'973 CHF | 100.00% | 100.00% |
08.05.2024 | 1.55% | 1.31 CHF | 1.33 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 121'941 CHF | 123'842 CHF | 98.93% | 98.93% |
07.05.2024 | 1.47% | 1.33 CHF | 1.35 CHF | 96'000 | 96'000 | 95'923 | 95'923 | 129'452 CHF | 131'373 CHF | 99.89% | 99.89% |
06.05.2024 | 1.48% | 1.38 CHF | 1.40 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 129'240 CHF | 131'161 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 1.34 CHF | 1.36 CHF | 96'000 | 96'000 | 95'960 | 95'960 | 129'322 CHF | 131'242 CHF | 99.99% | 99.99% |
02.05.2024 | 1.44% | 1.42 CHF | 1.44 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 132'763 CHF | 134'693 CHF | 98.56% | 98.56% |