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 | 0.54% | 1.90 CHF | 1.91 CHF | 174'000 | 174'000 | 78'649 | 78'649 | 147'624 CHF | 148'413 CHF | 99.99% | 99.99% |
15.05.2024 | 0.65% | 1.81 CHF | 1.82 CHF | 176'000 | 176'000 | 81'246 | 81'246 | 131'780 CHF | 132'594 CHF | 98.41% | 100.00% |
14.05.2024 | 0.72% | 1.48 CHF | 1.55 CHF | 182'000 | 184'000 | 63'156 | 63'156 | 89'542 CHF | 90'175 CHF | 84.27% | 99.66% |
13.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 183'000 | 183'000 | 83'753 | 83'753 | 119'311 CHF | 120'150 CHF | 96.01% | 100.00% |
10.05.2024 | 0.74% | 1.41 CHF | 1.44 CHF | 184'000 | 184'000 | 96'699 | 96'699 | 141'333 CHF | 142'304 CHF | 29.35% | 100.00% |
08.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 183'000 | 183'000 | 80'317 | 80'317 | 117'420 CHF | 118'225 CHF | 98.98% | 98.98% |
07.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 183'000 | 183'000 | 81'629 | 81'629 | 121'508 CHF | 122'326 CHF | 99.57% | 99.57% |
06.05.2024 | 0.73% | 1.55 CHF | 1.56 CHF | 181'000 | 181'000 | 81'461 | 81'461 | 117'148 CHF | 117'963 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 189'000 | 189'000 | 85'502 | 85'502 | 100'510 CHF | 101'366 CHF | 99.83% | 99.83% |
02.05.2024 | 1.09% | 0.99 CHF | 1.00 CHF | 193'000 | 193'000 | 83'547 | 83'547 | 78'220 CHF | 79'057 CHF | 96.22% | 99.99% |