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 | 1.79% | 0.88 CHF | 0.89 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 37'406 CHF | 37'965 CHF | 100.00% | 100.00% |
15.05.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 96'000 | 96'000 | 42'905 | 42'905 | 38'401 CHF | 38'960 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.93 CHF | 0.94 CHF | 94'000 | 94'000 | 42'456 | 42'456 | 39'127 CHF | 39'681 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.86 CHF | 0.87 CHF | 96'000 | 96'000 | 43'113 | 43'113 | 36'882 CHF | 37'441 CHF | 100.00% | 100.00% |
10.05.2024 | 1.63% | 0.87 CHF | 0.88 CHF | 96'000 | 96'000 | 42'844 | 42'844 | 39'323 CHF | 39'880 CHF | 100.00% | 100.00% |
08.05.2024 | 1.62% | 0.94 CHF | 0.95 CHF | 94'000 | 94'000 | 42'064 | 42'064 | 39'586 CHF | 40'137 CHF | 98.39% | 98.39% |
07.05.2024 | 1.61% | 0.96 CHF | 0.97 CHF | 94'000 | 94'000 | 42'420 | 42'420 | 40'781 CHF | 41'335 CHF | 98.97% | 98.97% |
06.05.2024 | 1.69% | 0.91 CHF | 0.92 CHF | 96'000 | 96'000 | 43'288 | 43'288 | 39'438 CHF | 39'998 CHF | 98.95% | 98.95% |
03.05.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 96'000 | 96'000 | 42'924 | 42'924 | 38'826 CHF | 39'383 CHF | 99.99% | 99.99% |
02.05.2024 | 1.81% | 0.86 CHF | 0.87 CHF | 96'000 | 96'000 | 43'081 | 43'081 | 36'850 CHF | 37'409 CHF | 99.99% | 99.99% |