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 | 1.24% | 0.77 CHF | 0.78 CHF | 115'000 | 115'000 | 114'389 | 114'389 | 91'646 CHF | 92'791 CHF | 99.85% | 99.85% |
15.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 115'000 | 115'000 | 114'292 | 114'292 | 83'360 CHF | 84'506 CHF | 99.38% | 99.38% |
14.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 115'000 | 115'000 | 114'492 | 114'492 | 87'483 CHF | 88'628 CHF | 99.97% | 99.97% |
13.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 89'790 CHF | 90'935 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 90'228 CHF | 91'373 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 79'606 CHF | 80'705 CHF | 98.97% | 98.97% |
07.05.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 114'123 | 114'123 | 76'878 CHF | 78'020 CHF | 99.94% | 99.94% |
06.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 70'005 CHF | 71'150 CHF | 99.98% | 99.98% |
03.05.2024 | 1.76% | 0.52 CHF | 0.53 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 64'698 CHF | 65'843 CHF | 99.47% | 99.47% |
02.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 68'871 CHF | 70'016 CHF | 100.00% | 100.00% |