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% | 1.91 CHF | 1.92 CHF | 118'000 | 118'000 | 53'136 | 53'136 | 99'635 CHF | 100'327 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 1.89 CHF | 1.90 CHF | 118'000 | 118'000 | 52'100 | 52'100 | 97'793 CHF | 98'470 CHF | 99.98% | 99.98% |
14.05.2024 | 0.83% | 1.87 CHF | 1.88 CHF | 116'000 | 116'000 | 51'988 | 51'988 | 96'695 CHF | 97'370 CHF | 99.89% | 99.89% |
13.05.2024 | 0.83% | 1.86 CHF | 1.87 CHF | 116'000 | 116'000 | 52'023 | 52'023 | 96'427 CHF | 97'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.87 CHF | 1.88 CHF | 116'000 | 116'000 | 52'170 | 52'170 | 98'175 CHF | 98'851 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 120'000 | 120'000 | 54'074 | 54'074 | 108'980 CHF | 109'521 CHF | 98.39% | 98.39% |
07.05.2024 | 0.51% | 2.04 CHF | 2.05 CHF | 122'000 | 122'000 | 54'137 | 54'137 | 109'177 CHF | 109'720 CHF | 98.97% | 98.97% |
06.05.2024 | 0.77% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 53'928 | 53'928 | 106'287 CHF | 106'980 CHF | 98.99% | 98.99% |
03.05.2024 | 0.81% | 1.97 CHF | 1.98 CHF | 120'000 | 120'000 | 53'251 | 53'251 | 102'265 CHF | 102'956 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 1.98 CHF | 1.99 CHF | 118'000 | 118'000 | 52'561 | 52'561 | 102'151 CHF | 102'832 CHF | 99.99% | 99.99% |