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 | 1.11% | 0.96 CHF | 0.97 CHF | 160'000 | 160'000 | 72'206 | 72'206 | 67'099 CHF | 67'824 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 0.87 CHF | 0.88 CHF | 164'000 | 164'000 | 71'639 | 71'639 | 69'789 CHF | 70'509 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 156'000 | 156'000 | 69'972 | 69'972 | 72'670 CHF | 73'372 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 156'000 | 156'000 | 69'931 | 69'931 | 74'315 CHF | 75'016 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 156'000 | 156'000 | 69'957 | 69'957 | 74'532 CHF | 75'233 CHF | 99.88% | 99.88% |
08.05.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 156'000 | 156'000 | 51'966 | 51'966 | 54'820 CHF | 55'340 CHF | 97.39% | 97.39% |
07.05.2024 | 0.78% | 1.04 CHF | 1.05 CHF | 158'000 | 158'000 | 54'477 | 54'477 | 66'601 CHF | 67'147 CHF | 97.86% | 97.86% |
06.05.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 144'000 | 144'000 | 64'488 | 64'488 | 94'827 CHF | 95'473 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 146'000 | 146'000 | 59'785 | 59'785 | 82'768 CHF | 83'367 CHF | 100.00% | 100.00% |
02.05.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 146'000 | 146'000 | 66'327 | 66'327 | 87'093 CHF | 87'757 CHF | 99.99% | 99.99% |