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 | 1.28% | 0.78 CHF | 0.79 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 120'019 CHF | 121'559 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 155'000 | 155'000 | 155'383 | 155'383 | 124'547 CHF | 126'104 CHF | 100.00% | 100.00% |
14.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 155'000 | 155'000 | 154'583 | 154'583 | 121'720 CHF | 123'266 CHF | 99.99% | 99.99% |
13.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 125'732 CHF | 127'293 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 124'539 CHF | 126'058 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 127'002 CHF | 128'532 CHF | 99.25% | 99.25% |
07.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 153'000 | 153'000 | 153'496 | 153'496 | 129'041 CHF | 130'577 CHF | 97.36% | 97.36% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 153'000 | 153'000 | 152'865 | 152'865 | 127'301 CHF | 128'830 CHF | 98.52% | 98.52% |
03.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 122'380 CHF | 123'891 CHF | 99.99% | 99.99% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 132'775 CHF | 134'324 CHF | 100.00% | 100.00% |