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 | 0.74% | 1.38 CHF | 1.39 CHF | 149'000 | 149'000 | 150'390 | 150'390 | 203'703 CHF | 205'208 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 149'000 | 149'000 | 148'705 | 148'705 | 206'704 CHF | 208'194 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 149'000 | 149'000 | 150'435 | 150'435 | 203'865 CHF | 205'370 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 149'000 | 149'000 | 149'007 | 149'007 | 203'255 CHF | 204'745 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 208'414 CHF | 209'904 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 149'000 | 149'000 | 148'908 | 148'908 | 207'059 CHF | 208'548 CHF | 99.14% | 99.14% |
07.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 149'000 | 149'000 | 148'950 | 148'950 | 206'656 CHF | 208'146 CHF | 99.85% | 99.85% |
06.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 203'648 CHF | 205'188 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 199'444 CHF | 200'984 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 200'152 CHF | 201'692 CHF | 100.00% | 100.00% |