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 | 1.65% | 0.97 CHF | 0.98 CHF | 118'000 | 118'000 | 53'136 | 53'136 | 49'889 CHF | 50'582 CHF | 100.00% | 100.00% |
15.05.2024 | 1.65% | 0.95 CHF | 0.96 CHF | 118'000 | 118'000 | 52'107 | 52'107 | 48'885 CHF | 49'562 CHF | 99.98% | 99.98% |
14.05.2024 | 1.67% | 0.93 CHF | 0.94 CHF | 116'000 | 116'000 | 51'989 | 51'989 | 47'786 CHF | 48'462 CHF | 99.89% | 99.89% |
13.05.2024 | 1.69% | 0.92 CHF | 0.93 CHF | 116'000 | 116'000 | 52'022 | 52'022 | 47'504 CHF | 48'179 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.93 CHF | 0.94 CHF | 116'000 | 116'000 | 52'169 | 52'169 | 49'125 CHF | 49'802 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 54'019 | 54'019 | 58'017 CHF | 58'558 CHF | 99.24% | 99.24% |
07.05.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 122'000 | 122'000 | 54'136 | 54'136 | 58'274 CHF | 58'816 CHF | 98.97% | 98.97% |
06.05.2024 | 1.47% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 53'932 | 53'932 | 55'706 CHF | 56'399 CHF | 98.95% | 98.95% |
03.05.2024 | 1.59% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 53'245 | 53'245 | 52'263 CHF | 52'954 CHF | 99.98% | 99.98% |
02.05.2024 | 1.57% | 1.03 CHF | 1.04 CHF | 118'000 | 118'000 | 52'566 | 52'566 | 52'458 CHF | 53'139 CHF | 100.00% | 100.00% |