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 | 1.59% | 0.95 CHF | 0.96 CHF | 96'000 | 96'000 | 43'009 | 43'009 | 41'379 CHF | 41'938 CHF | 99.99% | 99.99% |
15.05.2024 | 1.67% | 0.96 CHF | 0.97 CHF | 96'000 | 96'000 | 42'904 | 42'904 | 40'271 CHF | 40'830 CHF | 100.00% | 100.00% |
14.05.2024 | 1.66% | 0.91 CHF | 0.92 CHF | 94'000 | 94'000 | 42'459 | 42'459 | 38'997 CHF | 39'550 CHF | 100.00% | 100.00% |
13.05.2024 | 1.55% | 0.98 CHF | 0.99 CHF | 96'000 | 96'000 | 43'112 | 43'112 | 42'337 CHF | 42'897 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.97 CHF | 0.98 CHF | 96'000 | 96'000 | 42'844 | 42'844 | 39'558 CHF | 40'114 CHF | 100.00% | 100.00% |
08.05.2024 | 1.73% | 0.91 CHF | 0.92 CHF | 94'000 | 94'000 | 42'064 | 42'064 | 38'063 CHF | 38'614 CHF | 98.39% | 98.39% |
07.05.2024 | 1.75% | 0.89 CHF | 0.90 CHF | 94'000 | 94'000 | 42'418 | 42'418 | 37'464 CHF | 38'019 CHF | 98.97% | 98.97% |
06.05.2024 | 1.64% | 0.93 CHF | 0.94 CHF | 96'000 | 96'000 | 43'282 | 43'282 | 40'225 CHF | 40'785 CHF | 98.97% | 98.97% |
03.05.2024 | 1.63% | 0.97 CHF | 0.98 CHF | 96'000 | 96'000 | 42'923 | 42'923 | 40'329 CHF | 40'887 CHF | 99.99% | 99.99% |
02.05.2024 | 1.52% | 1.00 CHF | 1.01 CHF | 96'000 | 96'000 | 43'081 | 43'081 | 43'175 CHF | 43'735 CHF | 99.99% | 99.99% |