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 | 1.24% | 0.76 CHF | 0.77 CHF | 79'000 | 79'000 | 78'403 | 78'403 | 62'836 CHF | 63'621 CHF | 100.00% | 100.00% |
15.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 79'000 | 79'000 | 78'621 | 78'621 | 62'008 CHF | 62'796 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 78'000 | 78'000 | 78'628 | 78'628 | 59'622 CHF | 60'409 CHF | 99.98% | 99.98% |
13.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 76'000 | 76'000 | 76'323 | 76'323 | 69'866 CHF | 70'629 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 76'000 | 76'000 | 75'520 | 75'520 | 73'635 CHF | 74'390 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 76'040 | 76'040 | 71'497 CHF | 72'258 CHF | 99.25% | 99.25% |
07.05.2024 | 1.00% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 75'171 | 75'171 | 74'684 CHF | 75'436 CHF | 98.39% | 98.39% |
06.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'315 | 75'315 | 75'587 CHF | 76'340 CHF | 99.11% | 99.11% |
03.05.2024 | 1.20% | 0.91 CHF | 0.92 CHF | 77'000 | 77'000 | 77'914 | 77'914 | 64'764 CHF | 65'543 CHF | 99.99% | 99.99% |
02.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 80'000 | 80'000 | 79'826 | 79'826 | 56'818 CHF | 57'616 CHF | 99.98% | 99.98% |