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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 127'000 | 127'000 | 127'975 | 127'975 | 148'537 CHF | 149'817 CHF | 100.00% | 100.00% |
23.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 127'000 | 127'000 | 126'265 | 126'265 | 152'925 CHF | 154'192 CHF | 100.00% | 100.00% |
22.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 127'000 | 127'000 | 127'012 | 127'012 | 152'510 CHF | 153'780 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 127'000 | 127'000 | 127'191 | 127'191 | 151'244 CHF | 152'516 CHF | 99.17% | 99.17% |
17.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 127'000 | 127'000 | 127'003 | 127'003 | 152'410 CHF | 153'680 CHF | 99.33% | 99.33% |
16.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 128'000 | 128'000 | 129'244 | 129'244 | 144'477 CHF | 145'771 CHF | 100.00% | 100.00% |
15.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 132'000 | 132'000 | 131'696 | 131'696 | 134'548 CHF | 135'868 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 132'000 | 132'000 | 132'978 | 132'978 | 131'474 CHF | 132'804 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 132'000 | 132'000 | 131'550 | 131'550 | 136'948 CHF | 138'263 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 131'000 | 131'000 | 131'124 | 131'124 | 137'978 CHF | 139'289 CHF | 100.00% | 100.00% |