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 | 1.78% | 0.57 CHF | 0.58 CHF | 80'700 | 80'700 | 80'634 | 80'634 | 44'889 CHF | 45'696 CHF | 100.00% | 100.00% |
15.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 76'600 | 76'600 | 76'758 | 76'758 | 39'291 CHF | 40'061 CHF | 100.00% | 100.00% |
14.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 82'600 | 82'600 | 82'416 | 82'416 | 45'132 CHF | 45'956 CHF | 100.00% | 100.00% |
13.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 86'900 | 86'900 | 86'990 | 86'990 | 44'193 CHF | 45'063 CHF | 100.00% | 100.00% |
10.05.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 84'100 | 84'100 | 83'553 | 83'553 | 44'420 CHF | 45'255 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 87'974 | 87'974 | 44'728 CHF | 45'608 CHF | 99.24% | 99.24% |
07.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 85'900 | 85'900 | 86'253 | 86'253 | 42'078 CHF | 42'941 CHF | 95.29% | 95.29% |
06.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 84'300 | 84'300 | 84'200 | 84'200 | 42'569 CHF | 43'411 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 91'400 | 91'400 | 90'263 | 90'263 | 49'838 CHF | 50'741 CHF | 100.00% | 100.00% |
02.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 93'100 | 93'100 | 93'022 | 93'022 | 42'758 CHF | 43'688 CHF | 99.99% | 99.99% |