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 | 1.01% | 0.99 CHF | 1.00 CHF | 37'000 | 37'000 | 36'878 | 36'878 | 36'251 CHF | 36'620 CHF | 100.00% | 100.00% |
15.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 37'000 | 37'000 | 36'923 | 36'923 | 35'693 CHF | 36'063 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 37'000 | 37'000 | 36'993 | 36'993 | 34'028 CHF | 34'398 CHF | 99.97% | 99.97% |
13.05.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 34'577 CHF | 34'947 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 32'531 CHF | 32'903 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 29'143 CHF | 29'523 CHF | 99.09% | 99.09% |
07.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 38'000 | 38'000 | 37'955 | 37'955 | 31'536 CHF | 31'916 CHF | 99.94% | 99.94% |
06.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'020 | 38'020 | 28'585 CHF | 28'965 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 39'000 | 39'000 | 38'363 | 38'363 | 28'151 CHF | 28'535 CHF | 99.96% | 99.96% |
02.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 39'000 | 39'000 | 39'126 | 39'126 | 24'364 CHF | 24'755 CHF | 100.00% | 100.00% |