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 | 1.71% | 0.57 CHF | 0.58 CHF | 74'000 | 74'000 | 73'755 | 73'755 | 42'799 CHF | 43'537 CHF | 100.00% | 100.00% |
15.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 74'000 | 74'000 | 73'832 | 73'832 | 43'390 CHF | 44'130 CHF | 100.00% | 100.00% |
14.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 74'000 | 74'000 | 73'985 | 73'985 | 45'167 CHF | 45'907 CHF | 99.98% | 99.98% |
13.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 44'724 CHF | 45'464 CHF | 100.00% | 100.00% |
10.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 74'000 | 74'000 | 74'391 | 74'391 | 47'255 CHF | 47'999 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 52'462 CHF | 53'222 CHF | 99.08% | 99.08% |
07.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 76'000 | 76'000 | 75'891 | 75'891 | 50'008 CHF | 50'768 CHF | 99.94% | 99.94% |
06.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 76'000 | 76'000 | 76'040 | 76'040 | 53'085 CHF | 53'845 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 78'000 | 78'000 | 76'726 | 76'726 | 54'407 CHF | 55'174 CHF | 99.97% | 99.97% |
02.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 78'000 | 78'000 | 78'252 | 78'252 | 59'862 CHF | 60'645 CHF | 100.00% | 100.00% |