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% | 1.20 CHF | 1.21 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 184'908 CHF | 186'448 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 155'000 | 155'000 | 155'351 | 155'351 | 190'003 CHF | 191'560 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 155'000 | 155'000 | 154'582 | 154'582 | 186'771 CHF | 188'318 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 191'469 CHF | 193'031 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 153'000 | 153'000 | 151'925 | 151'925 | 188'402 CHF | 189'921 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 191'279 CHF | 192'808 CHF | 99.24% | 99.24% |
07.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 153'000 | 153'000 | 153'495 | 153'495 | 193'614 CHF | 195'150 CHF | 97.36% | 97.36% |
06.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 153'000 | 153'000 | 152'865 | 152'865 | 191'610 CHF | 193'138 CHF | 98.44% | 98.44% |
03.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 185'926 CHF | 187'437 CHF | 100.00% | 100.00% |
02.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 197'945 CHF | 199'494 CHF | 100.00% | 100.00% |