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 | 1.47% | 0.67 CHF | 0.68 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 104'422 CHF | 105'962 CHF | 100.00% | 100.00% |
15.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 155'000 | 155'000 | 155'353 | 155'353 | 108'410 CHF | 109'967 CHF | 100.00% | 100.00% |
14.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 155'000 | 155'000 | 154'582 | 154'582 | 105'803 CHF | 107'350 CHF | 99.96% | 99.96% |
13.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 109'748 CHF | 111'309 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 153'000 | 153'000 | 151'925 | 151'925 | 108'702 CHF | 110'221 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 111'467 CHF | 112'996 CHF | 99.24% | 99.24% |
07.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 153'000 | 153'000 | 153'493 | 153'493 | 113'326 CHF | 114'862 CHF | 97.36% | 97.36% |
06.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 153'000 | 153'000 | 152'865 | 152'865 | 111'523 CHF | 113'052 CHF | 98.44% | 98.44% |
03.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 153'000 | 153'000 | 151'105 | 151'105 | 106'710 CHF | 108'221 CHF | 99.98% | 99.98% |
02.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 116'844 CHF | 118'393 CHF | 99.98% | 99.98% |