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 | 1.74% | 0.75 CHF | 0.89 CHF | 3'200 | 3'200 | 202'895 | 202'895 | 161'536 CHF | 163'579 CHF | 98.92% | 98.92% |
15.05.2024 | 1.73% | 0.76 CHF | 0.90 CHF | 3'100 | 3'100 | 200'453 | 200'453 | 162'292 CHF | 164'313 CHF | 98.95% | 98.95% |
14.05.2024 | 1.73% | 0.75 CHF | 0.89 CHF | 3'200 | 3'200 | 200'047 | 200'047 | 162'725 CHF | 164'738 CHF | 98.94% | 98.94% |
13.05.2024 | 1.78% | 0.74 CHF | 0.88 CHF | 3'200 | 3'200 | 203'676 | 203'676 | 157'809 CHF | 159'858 CHF | 98.72% | 98.72% |
10.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08.05.2024 | 1.91% | 0.67 CHF | 0.81 CHF | 3'300 | 3'300 | 208'218 | 208'218 | 153'180 CHF | 155'276 CHF | 97.13% | 97.13% |
07.05.2024 | 1.99% | 0.67 CHF | 0.81 CHF | 3'300 | 3'300 | 212'260 | 212'260 | 146'642 CHF | 148'780 CHF | 98.83% | 98.83% |
06.05.2024 | 2.18% | 0.60 CHF | 0.74 CHF | 3'400 | 3'400 | 218'068 | 218'068 | 138'389 CHF | 140'583 CHF | 98.95% | 98.95% |
03.05.2024 | 2.22% | 0.59 CHF | 0.72 CHF | 3'400 | 3'400 | 220'635 | 220'635 | 135'116 CHF | 137'336 CHF | 98.94% | 98.94% |
02.05.2024 | 1.95% | 0.65 CHF | 0.79 CHF | 3'300 | 3'300 | 209'935 | 209'935 | 151'152 CHF | 153'265 CHF | 97.49% | 97.49% |