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 | 1.44% | 0.67 CHF | 0.68 CHF | 162'000 | 162'000 | 161'859 | 161'859 | 111'616 CHF | 113'236 CHF | 100.00% | 100.00% |
15.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 159'813 | 159'813 | 115'145 CHF | 116'746 CHF | 100.00% | 100.00% |
14.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 161'239 | 161'239 | 113'978 CHF | 115'591 CHF | 100.00% | 100.00% |
13.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 111'516 CHF | 113'136 CHF | 99.85% | 99.85% |
10.05.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 105'320 CHF | 106'957 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 96'366 CHF | 98'026 CHF | 98.93% | 98.93% |
07.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 168'000 | 168'000 | 168'215 | 168'215 | 86'645 CHF | 88'328 CHF | 99.88% | 99.88% |
06.05.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 81'449 CHF | 83'147 CHF | 100.00% | 100.00% |
03.05.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 170'000 | 170'000 | 169'926 | 169'926 | 82'055 CHF | 83'755 CHF | 99.98% | 99.98% |
02.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 168'000 | 168'000 | 168'498 | 168'498 | 85'517 CHF | 87'202 CHF | 98.55% | 98.55% |