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 | 1.27% | 0.75 CHF | 0.76 CHF | 128'000 | 128'000 | 125'977 | 125'977 | 98'565 CHF | 99'826 CHF | 100.00% | 100.00% |
15.05.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 126'000 | 126'000 | 126'719 | 126'719 | 96'261 CHF | 97'530 CHF | 100.00% | 100.00% |
14.05.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 128'000 | 128'000 | 128'396 | 128'396 | 91'495 CHF | 92'779 CHF | 100.00% | 100.00% |
13.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 128'000 | 128'000 | 127'444 | 127'444 | 95'705 CHF | 96'980 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 122'000 | 122'000 | 122'316 | 122'316 | 98'546 CHF | 99'769 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 126'000 | 126'000 | 125'537 | 125'537 | 91'622 CHF | 92'878 CHF | 99.25% | 99.25% |
07.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 126'000 | 126'000 | 126'146 | 126'146 | 86'824 CHF | 88'087 CHF | 97.36% | 97.36% |
06.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 126'000 | 126'000 | 127'289 | 127'289 | 85'553 CHF | 86'826 CHF | 98.44% | 98.44% |
03.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 128'000 | 128'000 | 128'142 | 128'142 | 81'204 CHF | 82'485 CHF | 99.98% | 99.98% |
02.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 129'518 | 129'518 | 78'567 CHF | 79'862 CHF | 99.99% | 99.99% |