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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 70'000 | 70'000 | 69'577 | 69'577 | 48'062 CHF | 48'758 CHF | 100.00% | 100.00% |
16.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 70'000 | 70'000 | 71'044 | 71'044 | 47'368 CHF | 48'079 CHF | 100.00% | 100.00% |
15.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 72'000 | 72'000 | 69'932 | 69'932 | 48'075 CHF | 48'776 CHF | 100.00% | 100.00% |
14.05.2024 | 1.62% | 0.66 CHF | 0.67 CHF | 72'000 | 72'000 | 72'646 | 72'646 | 44'494 CHF | 45'221 CHF | 99.98% | 99.98% |
13.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 74'000 | 74'000 | 73'549 | 73'549 | 42'444 CHF | 43'179 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 74'000 | 74'000 | 73'548 | 73'548 | 42'535 CHF | 43'270 CHF | 100.00% | 100.00% |
08.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 76'000 | 76'000 | 75'588 | 75'588 | 37'264 CHF | 38'020 CHF | 99.06% | 99.06% |
07.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 76'000 | 76'000 | 75'448 | 75'448 | 39'974 CHF | 40'729 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.48 CHF | 0.50 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 78'000 | 78'000 | 77'519 | 77'519 | 35'157 CHF | 35'932 CHF | 99.97% | 99.97% |