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 | 1.18% | 0.86 CHF | 0.87 CHF | 69'000 | 69'000 | 68'583 | 68'583 | 57'597 CHF | 58'283 CHF | 100.00% | 100.00% |
16.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 69'000 | 69'000 | 70'051 | 70'051 | 57'015 CHF | 57'716 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 71'000 | 71'000 | 68'946 | 68'946 | 57'527 CHF | 58'218 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 71'000 | 71'000 | 71'653 | 71'653 | 54'413 CHF | 55'130 CHF | 99.99% | 99.99% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 52'297 CHF | 53'023 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 73'000 | 73'000 | 72'555 | 72'555 | 52'458 CHF | 53'183 CHF | 100.00% | 100.00% |
08.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 74'594 | 74'594 | 47'519 CHF | 48'265 CHF | 99.06% | 99.06% |
07.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 74'451 | 74'451 | 50'129 CHF | 50'874 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.62 CHF | 0.64 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 45'587 CHF | 46'352 CHF | 100.00% | 100.00% |