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 | 0.67% | 1.43 CHF | 1.44 CHF | 109'000 | 109'000 | 106'678 | 106'675 | 158'367 CHF | 159'431 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 105'400 | 105'400 | 104'765 | 104'765 | 158'447 CHF | 159'497 CHF | 99.99% | 99.99% |
14.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 104'800 | 104'800 | 101'728 | 101'728 | 156'452 CHF | 157'469 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 99'700 | 99'700 | 99'460 | 99'460 | 159'607 CHF | 160'602 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 99'400 | 99'400 | 96'634 | 96'634 | 157'836 CHF | 158'802 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 97'200 | 97'200 | 97'018 | 97'018 | 161'448 CHF | 162'418 CHF | 99.16% | 99.16% |
07.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 96'900 | 96'900 | 94'795 | 94'795 | 157'147 CHF | 158'095 CHF | 99.69% | 99.69% |
06.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 93'400 | 93'400 | 92'196 | 92'196 | 158'834 CHF | 159'756 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 91'500 | 91'500 | 93'147 | 93'147 | 162'643 CHF | 163'575 CHF | 98.77% | 98.77% |
02.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 94'200 | 94'200 | 101'238 | 101'238 | 171'551 CHF | 172'564 CHF | 100.00% | 100.00% |