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 | 1.74% | 0.91 CHF | 0.92 CHF | 72'000 | 72'000 | 32'218 | 32'218 | 28'640 CHF | 29'059 CHF | 100.00% | 100.00% |
15.05.2024 | 1.75% | 0.86 CHF | 0.87 CHF | 72'000 | 72'000 | 32'175 | 32'175 | 28'307 CHF | 28'726 CHF | 99.90% | 99.90% |
14.05.2024 | 1.71% | 0.90 CHF | 0.91 CHF | 72'000 | 72'000 | 32'223 | 32'223 | 29'127 CHF | 29'546 CHF | 99.88% | 99.88% |
13.05.2024 | 1.76% | 0.90 CHF | 0.91 CHF | 72'000 | 72'000 | 32'291 | 32'291 | 28'803 CHF | 29'222 CHF | 99.82% | 99.82% |
10.05.2024 | 1.69% | 0.92 CHF | 0.93 CHF | 72'000 | 72'000 | 32'250 | 32'250 | 29'520 CHF | 29'939 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.81 CHF | 0.82 CHF | 72'000 | 72'000 | 32'125 | 32'125 | 26'242 CHF | 26'661 CHF | 98.19% | 98.19% |
07.05.2024 | 2.50% | 0.85 CHF | 0.86 CHF | 72'000 | 72'000 | 23'863 | 23'863 | 21'039 CHF | 21'407 CHF | 99.89% | 99.89% |
06.05.2024 | 2.19% | 0.86 CHF | 0.87 CHF | 72'000 | 72'000 | 28'250 | 28'250 | 25'405 CHF | 25'819 CHF | 97.83% | 97.83% |
03.05.2024 | 1.67% | 0.93 CHF | 0.94 CHF | 72'000 | 72'000 | 32'253 | 32'253 | 29'407 CHF | 29'826 CHF | 99.99% | 99.99% |
02.05.2024 | 1.85% | 0.87 CHF | 0.88 CHF | 72'000 | 72'000 | 32'053 | 32'053 | 26'986 CHF | 27'403 CHF | 98.53% | 98.53% |