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 | 2.17% | 0.46 CHF | 0.47 CHF | 158'000 | 158'000 | 157'066 | 157'066 | 71'859 CHF | 73'430 CHF | 100.00% | 100.00% |
15.05.2024 | 2.39% | 0.45 CHF | 0.46 CHF | 158'000 | 158'000 | 158'087 | 158'087 | 65'669 CHF | 67'253 CHF | 100.00% | 100.00% |
14.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 68'544 CHF | 70'124 CHF | 99.97% | 99.97% |
13.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 68'898 CHF | 70'478 CHF | 100.00% | 100.00% |
10.05.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 66'344 CHF | 67'928 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 55'640 CHF | 57'254 CHF | 99.25% | 99.25% |
07.05.2024 | 3.76% | 0.29 CHF | 0.30 CHF | 164'000 | 164'000 | 163'908 | 163'908 | 42'930 CHF | 44'570 CHF | 97.36% | 97.36% |
06.05.2024 | 3.27% | 0.26 CHF | 0.27 CHF | 164'000 | 164'000 | 162'417 | 162'417 | 49'154 CHF | 50'778 CHF | 98.56% | 98.56% |
03.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 47'384 CHF | 49'017 CHF | 100.00% | 100.00% |
02.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 45'542 CHF | 47'182 CHF | 100.00% | 100.00% |