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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 158'000 | 158'000 | 158'088 | 158'088 | 230'088 CHF | 231'672 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 232'825 CHF | 234'405 CHF | 99.95% | 99.95% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 233'097 CHF | 234'677 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 230'932 CHF | 232'516 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 223'421 CHF | 225'034 CHF | 99.25% | 99.25% |
07.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 164'000 | 164'000 | 163'911 | 163'911 | 213'461 CHF | 215'100 CHF | 97.36% | 97.36% |
06.05.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 164'000 | 164'000 | 162'417 | 162'417 | 218'011 CHF | 219'635 CHF | 98.53% | 98.53% |
03.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 217'071 CHF | 218'704 CHF | 99.97% | 99.97% |
02.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 215'972 CHF | 217'612 CHF | 100.00% | 100.00% |
30.04.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 162'000 | 162'000 | 161'881 | 161'881 | 220'265 CHF | 221'885 CHF | 100.00% | 100.00% |