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 | 1.86% | 0.49 CHF | 0.50 CHF | 128'000 | 128'000 | 129'250 | 129'250 | 68'939 CHF | 70'232 CHF | 100.00% | 100.00% |
15.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 132'000 | 132'000 | 131'691 | 131'691 | 82'989 CHF | 84'309 CHF | 100.00% | 100.00% |
14.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 132'000 | 132'000 | 132'977 | 132'977 | 88'207 CHF | 89'537 CHF | 100.00% | 100.00% |
13.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 132'000 | 132'000 | 131'550 | 131'550 | 80'529 CHF | 81'845 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 131'000 | 131'000 | 131'125 | 131'125 | 79'172 CHF | 80'483 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 132'000 | 132'000 | 132'071 | 132'071 | 83'178 CHF | 84'499 CHF | 99.08% | 99.08% |
07.05.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 133'000 | 133'000 | 133'217 | 133'217 | 89'685 CHF | 91'018 CHF | 100.00% | 100.00% |
06.05.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 135'000 | 135'000 | 135'083 | 135'083 | 98'063 CHF | 99'414 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 137'000 | 137'000 | 136'177 | 136'177 | 104'645 CHF | 106'007 CHF | 99.98% | 99.98% |
02.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 136'000 | 136'000 | 135'814 | 135'814 | 102'572 CHF | 103'930 CHF | 100.00% | 100.00% |