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 | 1.22% | 0.80 CHF | 0.81 CHF | 90'000 | 90'000 | 90'681 | 90'681 | 74'109 CHF | 75'016 CHF | 100.00% | 100.00% |
16.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 94'000 | 94'000 | 92'964 | 92'964 | 81'915 CHF | 82'845 CHF | 100.00% | 100.00% |
15.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 94'000 | 94'000 | 93'507 | 93'507 | 84'707 CHF | 85'644 CHF | 99.99% | 99.99% |
14.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 94'000 | 94'000 | 94'636 | 94'636 | 87'131 CHF | 88'078 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 94'000 | 94'000 | 94'605 | 94'605 | 86'124 CHF | 87'070 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 94'000 | 94'000 | 93'413 | 93'413 | 80'267 CHF | 81'201 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 96'000 | 96'000 | 95'390 | 95'390 | 88'067 CHF | 89'021 CHF | 99.06% | 99.06% |
07.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 94'000 | 94'000 | 93'389 | 93'389 | 83'621 CHF | 84'556 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.93 CHF | 0.97 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 91'455 CHF | 92'410 CHF | 99.99% | 99.99% |