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 | 0.91% | 1.12 CHF | 1.13 CHF | 149'000 | 149'000 | 150'390 | 150'390 | 165'225 CHF | 166'730 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 149'000 | 149'000 | 148'706 | 148'706 | 168'684 CHF | 170'174 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 149'000 | 149'000 | 150'438 | 150'438 | 165'211 CHF | 166'715 CHF | 100.00% | 100.00% |
13.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 149'000 | 149'000 | 149'007 | 149'007 | 165'160 CHF | 166'650 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 170'430 CHF | 171'920 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 149'000 | 149'000 | 148'908 | 148'908 | 169'117 CHF | 170'606 CHF | 99.15% | 99.15% |
07.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 149'000 | 149'000 | 148'949 | 148'949 | 168'656 CHF | 170'146 CHF | 99.85% | 99.85% |
06.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 164'076 CHF | 165'616 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 160'336 CHF | 161'876 CHF | 99.99% | 99.99% |
02.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 154'000 | 154'000 | 154'002 | 154'002 | 161'032 CHF | 162'572 CHF | 100.00% | 100.00% |