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 | 1.78% | 0.56 CHF | 0.57 CHF | 158'000 | 158'000 | 157'067 | 157'067 | 87'651 CHF | 89'223 CHF | 100.00% | 100.00% |
15.05.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 158'000 | 158'000 | 158'085 | 158'085 | 81'579 CHF | 83'163 CHF | 99.99% | 99.99% |
14.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 158'000 | 158'000 | 157'972 | 157'972 | 84'651 CHF | 86'231 CHF | 100.00% | 100.00% |
13.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 84'852 CHF | 86'432 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 82'431 CHF | 84'014 CHF | 100.00% | 100.00% |
08.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 72'059 CHF | 73'672 CHF | 99.24% | 99.24% |
07.05.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 164'000 | 164'000 | 163'911 | 163'911 | 59'670 CHF | 61'310 CHF | 97.36% | 97.36% |
06.05.2024 | 2.45% | 0.36 CHF | 0.37 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 65'733 CHF | 67'358 CHF | 98.41% | 98.41% |
03.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 64'038 CHF | 65'671 CHF | 99.98% | 99.98% |
02.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 62'233 CHF | 63'872 CHF | 100.00% | 100.00% |