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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 85'717 CHF | 87'297 CHF | 100.00% | 100.00% |
21.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 158'000 | 158'000 | 156'695 | 156'695 | 91'370 CHF | 92'937 CHF | 97.02% | 97.02% |
17.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 156'000 | 156'000 | 156'000 | 156'000 | 93'259 CHF | 94'819 CHF | 100.00% | 100.00% |
16.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 158'000 | 158'000 | 157'046 | 157'046 | 89'290 CHF | 90'861 CHF | 100.00% | 100.00% |
15.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 158'000 | 158'000 | 158'057 | 158'057 | 83'278 CHF | 84'862 CHF | 100.00% | 100.00% |
14.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 86'327 CHF | 87'907 CHF | 99.99% | 99.99% |
13.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 86'534 CHF | 88'114 CHF | 100.00% | 100.00% |
10.05.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 84'102 CHF | 85'685 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 73'733 CHF | 75'346 CHF | 99.25% | 99.25% |
07.05.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 164'000 | 164'000 | 163'847 | 163'847 | 61'234 CHF | 62'874 CHF | 97.36% | 97.36% |