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 | 1.21% | 0.81 CHF | 0.82 CHF | 77'000 | 77'000 | 77'016 | 77'016 | 63'215 CHF | 63'986 CHF | 100.00% | 100.00% |
15.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 78'000 | 78'000 | 77'956 | 77'956 | 67'046 CHF | 67'827 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 78'000 | 78'000 | 77'485 | 77'485 | 64'469 CHF | 65'244 CHF | 100.00% | 100.00% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 67'932 CHF | 68'715 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 68'023 CHF | 68'784 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 70'626 CHF | 71'395 CHF | 99.25% | 99.25% |
07.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 77'000 | 77'000 | 76'948 | 76'948 | 72'184 CHF | 72'954 CHF | 97.36% | 97.36% |
06.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 77'000 | 77'000 | 76'749 | 76'749 | 70'765 CHF | 71'533 CHF | 98.52% | 98.52% |
03.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 75'843 | 75'843 | 66'486 CHF | 67'245 CHF | 99.98% | 99.98% |
02.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 78'000 | 78'000 | 77'809 | 77'809 | 75'477 CHF | 76'255 CHF | 100.00% | 100.00% |