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 | 1.43% | 0.70 CHF | 0.71 CHF | 98'000 | 98'000 | 44'220 | 44'220 | 31'454 CHF | 31'898 CHF | 100.00% | 100.00% |
15.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 32'675 CHF | 33'121 CHF | 100.00% | 100.00% |
14.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 32'940 CHF | 33'386 CHF | 100.00% | 100.00% |
13.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 33'063 CHF | 33'509 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 99'000 | 99'000 | 44'547 | 44'547 | 33'413 CHF | 33'859 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 98'000 | 98'000 | 43'822 | 43'822 | 32'837 CHF | 33'276 CHF | 99.07% | 99.07% |
07.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 99'000 | 99'000 | 44'259 | 44'259 | 32'818 CHF | 33'262 CHF | 99.94% | 99.94% |
06.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 35'013 CHF | 35'461 CHF | 100.00% | 100.00% |
03.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 44'748 | 44'748 | 36'189 CHF | 36'638 CHF | 99.97% | 99.97% |
02.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 37'204 CHF | 37'652 CHF | 99.98% | 99.98% |