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 | 1.13% | 0.89 CHF | 0.90 CHF | 98'000 | 98'000 | 44'221 | 44'221 | 39'700 CHF | 40'144 CHF | 100.00% | 100.00% |
15.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 41'003 CHF | 41'449 CHF | 100.00% | 100.00% |
14.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 99'000 | 99'000 | 44'520 | 44'520 | 41'235 CHF | 41'682 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 41'320 CHF | 41'766 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 41'718 CHF | 42'164 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 98'000 | 98'000 | 43'825 | 43'825 | 40'954 CHF | 41'393 CHF | 99.07% | 99.07% |
07.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 99'000 | 99'000 | 44'258 | 44'258 | 41'158 CHF | 41'601 CHF | 99.94% | 99.94% |
06.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 99'000 | 99'000 | 44'699 | 44'699 | 43'278 CHF | 43'726 CHF | 100.00% | 100.00% |
03.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 44'748 | 44'748 | 44'478 CHF | 44'926 CHF | 99.97% | 99.97% |
02.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 44'725 | 44'725 | 45'605 CHF | 46'053 CHF | 99.98% | 99.98% |