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 | 0.54% | 1.88 CHF | 1.89 CHF | 149'000 | 149'000 | 150'389 | 150'389 | 278'847 CHF | 280'352 CHF | 100.00% | 100.00% |
15.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 149'000 | 149'000 | 148'711 | 148'711 | 280'987 CHF | 282'477 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 149'000 | 149'000 | 150'441 | 150'441 | 278'651 CHF | 280'155 CHF | 100.00% | 100.00% |
13.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 149'000 | 149'000 | 149'007 | 149'007 | 277'714 CHF | 279'204 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 282'854 CHF | 284'344 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 149'000 | 149'000 | 148'908 | 148'908 | 281'409 CHF | 282'898 CHF | 99.14% | 99.14% |
07.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 149'000 | 149'000 | 148'949 | 148'949 | 281'063 CHF | 282'553 CHF | 99.85% | 99.85% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 280'189 CHF | 281'729 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 276'152 CHF | 277'692 CHF | 100.00% | 100.00% |
02.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 154'000 | 154'000 | 154'002 | 154'002 | 277'150 CHF | 278'690 CHF | 100.00% | 100.00% |