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 | 0.83% | 1.24 CHF | 1.25 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 54'159 CHF | 54'613 CHF | 100.00% | 100.00% |
16.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 47'000 | 47'000 | 46'481 | 46'481 | 48'702 CHF | 49'168 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 0.94 CHF | 0.95 CHF | 47'000 | 47'000 | 46'754 | 46'754 | 46'594 CHF | 47'063 CHF | 100.00% | 100.00% |
14.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 47'000 | 47'000 | 47'317 | 47'317 | 45'280 CHF | 45'754 CHF | 99.98% | 99.98% |
13.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 46'023 CHF | 46'496 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 50'437 CHF | 50'904 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 45'056 CHF | 45'533 CHF | 99.06% | 99.06% |
07.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 47'248 CHF | 47'715 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.89 CHF | 0.96 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 42'393 CHF | 42'870 CHF | 99.99% | 99.99% |