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 | 1.05% | 0.97 CHF | 0.98 CHF | 69'000 | 69'000 | 68'583 | 68'583 | 64'905 CHF | 65'591 CHF | 100.00% | 100.00% |
16.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 69'000 | 69'000 | 70'049 | 70'049 | 64'442 CHF | 65'143 CHF | 100.00% | 100.00% |
15.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 71'000 | 71'000 | 68'950 | 68'950 | 64'856 CHF | 65'547 CHF | 99.94% | 99.94% |
14.05.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 71'000 | 71'000 | 71'654 | 71'654 | 61'866 CHF | 62'582 CHF | 99.99% | 99.99% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 59'993 CHF | 60'719 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 60'069 CHF | 60'795 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 74'594 | 74'594 | 55'256 CHF | 56'002 CHF | 99.06% | 99.06% |
07.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'451 | 74'451 | 57'998 CHF | 58'743 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.73 CHF | 0.75 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 53'578 CHF | 54'343 CHF | 100.00% | 100.00% |