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 | 1.64% | 0.62 CHF | 0.63 CHF | 145'000 | 145'000 | 65'139 | 65'139 | 40'470 CHF | 41'124 CHF | 100.00% | 100.00% |
15.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 145'000 | 145'000 | 65'148 | 65'148 | 39'125 CHF | 39'779 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 145'000 | 145'000 | 65'242 | 65'242 | 39'122 CHF | 39'776 CHF | 99.99% | 99.99% |
13.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 145'000 | 145'000 | 65'325 | 65'325 | 37'835 CHF | 38'490 CHF | 99.84% | 99.84% |
10.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 65'733 | 65'733 | 37'634 CHF | 38'293 CHF | 100.00% | 100.00% |
08.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 66'195 | 66'195 | 36'782 CHF | 37'446 CHF | 98.93% | 98.93% |
07.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 67'208 | 67'208 | 37'516 CHF | 38'189 CHF | 99.88% | 99.88% |
06.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 67'140 | 67'140 | 37'857 CHF | 38'530 CHF | 100.00% | 100.00% |
03.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 66'365 | 66'365 | 37'529 CHF | 38'194 CHF | 99.99% | 99.99% |
02.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 145'000 | 145'000 | 64'872 | 64'872 | 38'802 CHF | 39'452 CHF | 98.57% | 98.57% |