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 | 0.61% | 1.63 CHF | 1.64 CHF | 156'000 | 156'000 | 153'739 | 153'739 | 250'990 CHF | 252'529 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 152'000 | 152'000 | 151'057 | 151'057 | 256'221 CHF | 257'734 CHF | 99.99% | 99.99% |
14.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 152'000 | 152'000 | 152'653 | 152'653 | 251'774 CHF | 253'301 CHF | 100.00% | 100.00% |
13.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 253'196 CHF | 254'744 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 254'239 CHF | 255'788 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 253'208 CHF | 254'730 CHF | 99.09% | 99.09% |
07.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 152'000 | 152'000 | 152'609 | 152'609 | 252'249 CHF | 253'777 CHF | 99.94% | 99.94% |
06.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 156'000 | 156'000 | 158'384 | 158'384 | 243'178 CHF | 244'762 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 160'000 | 160'000 | 160'872 | 160'872 | 237'215 CHF | 238'824 CHF | 99.97% | 99.97% |
02.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 164'000 | 164'000 | 162'548 | 162'548 | 234'740 CHF | 236'366 CHF | 100.00% | 100.00% |