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 | 1.76% | 0.86 CHF | 0.87 CHF | 96'000 | 96'000 | 43'014 | 43'014 | 37'367 CHF | 37'926 CHF | 100.00% | 100.00% |
15.05.2024 | 1.85% | 0.87 CHF | 0.88 CHF | 96'000 | 96'000 | 42'901 | 42'901 | 36'253 CHF | 36'811 CHF | 100.00% | 100.00% |
14.05.2024 | 1.85% | 0.82 CHF | 0.83 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 34'976 CHF | 35'530 CHF | 100.00% | 100.00% |
13.05.2024 | 1.71% | 0.88 CHF | 0.89 CHF | 96'000 | 96'000 | 43'112 | 43'112 | 38'294 CHF | 38'853 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.88 CHF | 0.89 CHF | 96'000 | 96'000 | 42'844 | 42'844 | 35'581 CHF | 36'137 CHF | 100.00% | 100.00% |
08.05.2024 | 1.93% | 0.82 CHF | 0.83 CHF | 94'000 | 94'000 | 42'064 | 42'064 | 34'123 CHF | 34'674 CHF | 98.39% | 98.39% |
07.05.2024 | 1.95% | 0.79 CHF | 0.80 CHF | 94'000 | 94'000 | 42'420 | 42'420 | 33'477 CHF | 34'031 CHF | 98.97% | 98.97% |
06.05.2024 | 1.83% | 0.84 CHF | 0.85 CHF | 96'000 | 96'000 | 43'281 | 43'281 | 36'143 CHF | 36'703 CHF | 98.99% | 98.99% |
03.05.2024 | 1.81% | 0.88 CHF | 0.89 CHF | 96'000 | 96'000 | 42'924 | 42'924 | 36'269 CHF | 36'826 CHF | 99.99% | 99.99% |
02.05.2024 | 1.68% | 0.90 CHF | 0.91 CHF | 96'000 | 96'000 | 43'085 | 43'085 | 39'114 CHF | 39'674 CHF | 100.00% | 100.00% |