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 | 0.84% | 1.17 CHF | 1.18 CHF | 77'000 | 77'000 | 77'012 | 77'012 | 91'318 CHF | 92'088 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 78'000 | 78'000 | 77'952 | 77'952 | 95'487 CHF | 96'268 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 78'000 | 78'000 | 77'486 | 77'486 | 92'775 CHF | 93'550 CHF | 99.99% | 99.99% |
13.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 96'569 CHF | 97'352 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 95'874 CHF | 96'634 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 98'753 CHF | 99'523 CHF | 99.25% | 99.25% |
07.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 77'000 | 77'000 | 76'948 | 76'948 | 100'295 CHF | 101'065 CHF | 97.36% | 97.36% |
06.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 77'000 | 77'000 | 76'749 | 76'749 | 98'822 CHF | 99'590 CHF | 98.55% | 98.55% |
03.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 77'000 | 77'000 | 75'843 | 75'843 | 94'220 CHF | 94'978 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 78'000 | 78'000 | 77'809 | 77'809 | 103'981 CHF | 104'759 CHF | 100.00% | 100.00% |