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 | 1.23% | 0.83 CHF | 0.84 CHF | 65'000 | 65'000 | 64'922 | 64'922 | 52'788 CHF | 53'438 CHF | 100.00% | 100.00% |
15.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 65'000 | 65'000 | 61'817 | 61'817 | 52'338 CHF | 52'957 CHF | 100.00% | 100.00% |
14.05.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 53'054 CHF | 53'680 CHF | 100.00% | 100.00% |
13.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 52'700 CHF | 53'350 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 51'809 CHF | 52'459 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 51'913 CHF | 52'563 CHF | 99.08% | 99.08% |
07.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 65'000 | 65'000 | 64'949 | 64'949 | 51'971 CHF | 52'621 CHF | 99.91% | 99.91% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 50'845 CHF | 51'495 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 50'267 CHF | 50'917 CHF | 99.99% | 99.99% |
02.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 48'494 CHF | 49'144 CHF | 100.00% | 100.00% |