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 | 1.77% | 0.55 CHF | 0.56 CHF | 127'000 | 127'000 | 127'012 | 127'012 | 71'294 CHF | 72'564 CHF | 100.00% | 100.00% |
21.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 127'000 | 127'000 | 127'191 | 127'191 | 69'934 CHF | 71'206 CHF | 99.17% | 99.17% |
17.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 127'000 | 127'000 | 127'003 | 127'003 | 71'288 CHF | 72'558 CHF | 99.33% | 99.33% |
16.05.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 128'000 | 128'000 | 129'252 | 129'252 | 61'851 CHF | 63'145 CHF | 100.00% | 100.00% |
15.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 132'000 | 132'000 | 131'696 | 131'696 | 50'280 CHF | 51'600 CHF | 100.00% | 100.00% |
14.05.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 132'000 | 132'000 | 132'976 | 132'976 | 46'387 CHF | 47'717 CHF | 100.00% | 100.00% |
13.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 132'000 | 132'000 | 131'550 | 131'550 | 52'841 CHF | 54'156 CHF | 100.00% | 100.00% |
10.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 131'000 | 131'000 | 131'125 | 131'125 | 54'173 CHF | 55'484 CHF | 100.00% | 100.00% |
08.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 132'000 | 132'000 | 132'071 | 132'071 | 51'413 CHF | 52'733 CHF | 99.09% | 99.09% |
07.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 133'000 | 133'000 | 133'198 | 133'198 | 46'119 CHF | 47'451 CHF | 100.00% | 100.00% |