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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 156'000 | 156'000 | 156'000 | 156'000 | 290'948 CHF | 292'508 CHF | 100.00% | 100.00% |
16.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 158'000 | 158'000 | 157'066 | 157'066 | 288'590 CHF | 290'162 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 158'000 | 158'000 | 158'089 | 158'089 | 283'840 CHF | 285'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 286'536 CHF | 288'116 CHF | 99.97% | 99.97% |
13.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 286'738 CHF | 288'318 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 284'694 CHF | 286'277 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 278'220 CHF | 279'834 CHF | 99.24% | 99.24% |
07.05.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 164'000 | 164'000 | 163'908 | 163'908 | 269'092 CHF | 270'732 CHF | 97.36% | 97.36% |
06.05.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 273'143 CHF | 274'767 CHF | 98.41% | 98.41% |
03.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 164'000 | 164'000 | 163'314 | 163'314 | 272'416 CHF | 274'049 CHF | 100.00% | 100.00% |