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 | 158'000 | 158'000 | 157'054 | 157'054 | 106'199 CHF | 107'770 CHF | 100.00% | 100.00% |
15.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 158'000 | 158'000 | 158'070 | 158'070 | 100'329 CHF | 101'913 CHF | 100.00% | 100.00% |
14.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 158'000 | 158'000 | 157'972 | 157'972 | 104'562 CHF | 106'142 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 104'827 CHF | 106'407 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 102'508 CHF | 104'091 CHF | 100.00% | 100.00% |
08.05.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 92'553 CHF | 94'167 CHF | 99.24% | 99.24% |
07.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 164'000 | 164'000 | 163'852 | 163'852 | 80'438 CHF | 82'078 CHF | 97.36% | 97.36% |
06.05.2024 | 1.87% | 0.48 CHF | 0.49 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 86'237 CHF | 87'862 CHF | 98.38% | 98.38% |
03.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 84'698 CHF | 86'331 CHF | 99.99% | 99.99% |
02.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 83'088 CHF | 84'728 CHF | 100.00% | 100.00% |