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 | 0.93% | 1.07 CHF | 1.08 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 164'595 CHF | 166'135 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 155'000 | 155'000 | 155'357 | 155'357 | 169'588 CHF | 171'145 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 155'000 | 155'000 | 154'584 | 154'584 | 166'530 CHF | 168'076 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 171'016 CHF | 172'578 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 153'000 | 153'000 | 151'925 | 151'925 | 168'497 CHF | 170'016 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 171'332 CHF | 172'861 CHF | 99.24% | 99.24% |
07.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 153'000 | 153'000 | 153'495 | 153'495 | 173'541 CHF | 175'077 CHF | 97.36% | 97.36% |
06.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 153'000 | 153'000 | 152'866 | 152'866 | 171'578 CHF | 173'107 CHF | 98.38% | 98.38% |
03.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 166'086 CHF | 167'597 CHF | 100.00% | 100.00% |
02.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 177'700 CHF | 179'249 CHF | 100.00% | 100.00% |