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 | 1.86% | 0.56 CHF | 0.57 CHF | 142'200 | 142'200 | 63'564 | 63'564 | 34'666 CHF | 35'304 CHF | 100.00% | 100.00% |
15.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 146'800 | 146'800 | 65'980 | 65'980 | 35'676 CHF | 36'339 CHF | 100.00% | 100.00% |
14.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 151'600 | 151'600 | 67'871 | 67'871 | 35'171 CHF | 35'851 CHF | 100.00% | 100.00% |
13.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 148'600 | 148'600 | 66'556 | 66'556 | 35'112 CHF | 35'779 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 150'500 | 150'500 | 67'279 | 67'279 | 35'388 CHF | 36'062 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 158'900 | 158'900 | 70'021 | 70'021 | 33'904 CHF | 34'605 CHF | 99.07% | 99.07% |
07.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 158'900 | 158'900 | 71'477 | 71'477 | 35'329 CHF | 36'045 CHF | 99.71% | 99.71% |
06.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 166'100 | 166'100 | 74'579 | 74'579 | 35'235 CHF | 35'982 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 172'900 | 172'900 | 77'795 | 77'795 | 35'219 CHF | 35'998 CHF | 99.98% | 99.98% |
02.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 171'800 | 171'800 | 76'271 | 76'271 | 35'122 CHF | 35'886 CHF | 99.95% | 99.95% |