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 | 1.45% | 0.71 CHF | 0.72 CHF | 98'000 | 98'000 | 44'217 | 44'217 | 30'963 CHF | 31'407 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 99'000 | 99'000 | 44'422 | 44'422 | 30'077 CHF | 30'523 CHF | 100.00% | 100.00% |
14.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 99'000 | 99'000 | 44'521 | 44'521 | 30'178 CHF | 30'625 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 99'000 | 99'000 | 44'541 | 44'541 | 30'077 CHF | 30'523 CHF | 100.00% | 100.00% |
10.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 29'802 CHF | 30'248 CHF | 100.00% | 100.00% |
08.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 98'000 | 98'000 | 43'824 | 43'824 | 29'929 CHF | 30'368 CHF | 99.08% | 99.08% |
07.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 99'000 | 99'000 | 44'258 | 44'258 | 30'401 CHF | 30'845 CHF | 99.94% | 99.94% |
06.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 99'000 | 99'000 | 44'699 | 44'699 | 28'780 CHF | 29'228 CHF | 100.00% | 100.00% |
03.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 44'748 | 44'748 | 27'754 CHF | 28'203 CHF | 99.97% | 99.97% |
02.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 44'724 | 44'724 | 27'192 CHF | 27'640 CHF | 99.97% | 99.97% |