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 | 0.83% | 1.26 CHF | 1.27 CHF | 131'200 | 131'200 | 63'485 | 63'485 | 77'877 CHF | 78'514 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 133'900 | 133'900 | 64'985 | 64'985 | 75'010 CHF | 75'662 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 147'600 | 147'600 | 69'109 | 69'109 | 77'105 CHF | 77'797 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 1.16 CHF | 1.17 CHF | 149'800 | 149'800 | 73'982 | 73'982 | 79'294 CHF | 80'035 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 153'000 | 153'000 | 74'698 | 74'698 | 79'218 CHF | 79'966 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 143'800 | 143'800 | 67'909 | 67'909 | 72'320 CHF | 73'001 CHF | 98.74% | 98.74% |
07.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 133'300 | 133'300 | 65'594 | 65'594 | 78'016 CHF | 78'673 CHF | 97.81% | 97.81% |
06.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 135'500 | 135'500 | 66'219 | 66'219 | 77'539 CHF | 78'202 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 147'200 | 147'200 | 65'100 | 65'100 | 73'704 CHF | 74'356 CHF | 99.85% | 99.85% |
02.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 149'200 | 149'200 | 69'707 | 69'707 | 77'768 CHF | 78'466 CHF | 100.00% | 100.00% |