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 | 0.89% | 154.80 CHF | 156.20 CHF | 1'000 | 1'000 | 999 | 999 | 157'019 CHF | 158'419 CHF | 100.00% | 100.00% |
15.05.2024 | 0.74% | 164.20 CHF | 165.40 CHF | 1'100 | 1'100 | 1'097 | 1'097 | 178'373 CHF | 179'693 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 157.00 CHF | 158.20 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 171'650 CHF | 173'090 CHF | 99.77% | 99.77% |
13.05.2024 | 0.89% | 134.80 CHF | 136.00 CHF | 1'300 | 1'300 | 1'300 | 1'300 | 174'861 CHF | 176'421 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 129.80 CHF | 130.80 CHF | 1'300 | 1'300 | 1'300 | 1'300 | 172'512 CHF | 173'812 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 130.80 CHF | 132.00 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 157'578 CHF | 159'018 CHF | 99.44% | 99.44% |
07.05.2024 | 0.80% | 134.60 CHF | 135.60 CHF | 1'500 | 1'500 | 1'499 | 1'499 | 187'289 CHF | 188'789 CHF | 99.95% | 99.95% |
06.05.2024 | 0.78% | 105.80 CHF | 106.60 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 172'758 CHF | 174'118 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 93.00 CHF | 93.90 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 156'101 CHF | 157'527 CHF | 99.92% | 99.92% |
02.05.2024 | 0.75% | 106.80 CHF | 107.60 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 169'178 CHF | 170'458 CHF | 99.55% | 99.55% |