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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 94'000 | 94'000 | 42'606 | 42'606 | 44'314 CHF | 44'741 CHF | 100.00% | 100.00% |
21.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 95'000 | 95'000 | 43'628 | 43'628 | 46'516 CHF | 46'953 CHF | 98.95% | 98.95% |
17.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 98'000 | 98'000 | 44'537 | 44'537 | 50'081 CHF | 50'528 CHF | 99.23% | 99.23% |
16.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 98'000 | 98'000 | 44'221 | 44'221 | 48'989 CHF | 49'433 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 99'000 | 99'000 | 44'432 | 44'432 | 50'355 CHF | 50'801 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 99'000 | 99'000 | 44'521 | 44'521 | 50'610 CHF | 51'057 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 50'707 CHF | 51'153 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 51'132 CHF | 51'579 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 98'000 | 98'000 | 43'823 | 43'823 | 50'226 CHF | 50'665 CHF | 99.07% | 99.07% |
07.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 99'000 | 99'000 | 44'258 | 44'258 | 50'466 CHF | 50'910 CHF | 99.94% | 99.94% |