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 | 1.20% | 0.83 CHF | 0.84 CHF | 65'000 | 65'000 | 35'894 | 35'894 | 30'308 CHF | 30'668 CHF | 100.00% | 100.00% |
15.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'676 | 35'676 | 31'252 CHF | 31'613 CHF | 99.56% | 99.56% |
14.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'933 | 35'933 | 33'018 CHF | 33'378 CHF | 99.99% | 99.99% |
13.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 33'820 CHF | 34'180 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'544 | 35'544 | 31'225 CHF | 31'581 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 65'000 | 65'000 | 35'665 | 35'665 | 34'589 CHF | 34'947 CHF | 97.89% | 97.89% |
07.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 65'000 | 65'000 | 36'048 | 36'048 | 35'666 CHF | 36'027 CHF | 98.43% | 98.43% |
06.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 34'999 CHF | 35'359 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 65'000 | 65'000 | 35'638 | 35'638 | 35'981 CHF | 36'338 CHF | 99.97% | 99.97% |
02.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 24'158 | 24'158 | 25'065 CHF | 25'307 CHF | 100.00% | 100.00% |