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 | 1.36% | 0.76 CHF | 0.77 CHF | 139'000 | 139'000 | 62'106 | 62'106 | 46'900 CHF | 47'524 CHF | 100.00% | 100.00% |
15.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 133'800 | 133'800 | 59'454 | 59'454 | 46'056 CHF | 46'653 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 131'300 | 131'300 | 58'876 | 58'876 | 46'732 CHF | 47'322 CHF | 100.00% | 100.00% |
13.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 141'600 | 141'600 | 63'397 | 63'397 | 47'341 CHF | 47'976 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 130'100 | 130'100 | 57'635 | 57'635 | 45'861 CHF | 46'439 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 125'600 | 125'600 | 55'748 | 55'748 | 45'406 CHF | 45'964 CHF | 98.39% | 98.39% |
07.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 127'200 | 127'200 | 57'455 | 57'455 | 47'619 CHF | 48'195 CHF | 97.06% | 97.06% |
06.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 134'800 | 134'800 | 60'315 | 60'315 | 47'614 CHF | 48'218 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 133'600 | 133'600 | 59'590 | 59'590 | 46'763 CHF | 47'360 CHF | 99.98% | 99.98% |
02.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 142'500 | 142'500 | 63'824 | 63'824 | 47'932 CHF | 48'572 CHF | 100.00% | 100.00% |