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 | 0.54% | 1.89 CHF | 1.90 CHF | 138'100 | 138'100 | 139'355 | 139'355 | 256'975 CHF | 258'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 140'500 | 140'500 | 140'309 | 140'309 | 255'983 CHF | 257'390 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 140'800 | 140'800 | 142'956 | 142'956 | 258'376 CHF | 259'806 CHF | 100.00% | 100.00% |
13.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 144'400 | 144'400 | 144'460 | 144'460 | 254'946 CHF | 256'391 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 144'600 | 144'600 | 146'644 | 146'644 | 256'313 CHF | 257'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 146'100 | 146'100 | 146'158 | 146'158 | 252'984 CHF | 254'446 CHF | 99.16% | 99.16% |
07.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 146'300 | 146'300 | 147'897 | 147'897 | 256'686 CHF | 258'165 CHF | 99.69% | 99.69% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 149'000 | 149'000 | 149'903 | 149'903 | 254'481 CHF | 255'980 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 150'500 | 150'500 | 149'036 | 149'036 | 251'213 CHF | 252'704 CHF | 98.78% | 98.78% |
02.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 148'100 | 148'100 | 142'266 | 142'266 | 244'412 CHF | 245'834 CHF | 99.99% | 99.99% |