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 | 1.78% | 0.56 CHF | 0.57 CHF | 189'200 | 189'200 | 188'298 | 188'298 | 104'874 CHF | 106'758 CHF | 100.00% | 100.00% |
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 187'000 | 187'000 | 185'739 | 185'739 | 102'034 CHF | 103'896 CHF | 100.00% | 100.00% |
14.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 187'700 | 187'700 | 186'923 | 186'923 | 103'662 CHF | 105'531 CHF | 99.67% | 99.67% |
13.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 188'000 | 188'000 | 187'225 | 187'225 | 103'772 CHF | 105'644 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 167'100 | 167'100 | 166'412 | 166'412 | 92'012 CHF | 93'677 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 169'600 | 169'600 | 171'763 | 171'763 | 97'186 CHF | 98'904 CHF | 98.44% | 98.44% |
07.05.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 173'400 | 173'400 | 172'663 | 172'663 | 108'557 CHF | 110'284 CHF | 97.67% | 97.67% |
06.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 176'100 | 176'100 | 175'374 | 175'374 | 108'399 CHF | 110'153 CHF | 100.00% | 100.00% |
03.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 176'800 | 176'800 | 175'700 | 175'700 | 104'263 CHF | 106'020 CHF | 100.00% | 100.00% |
02.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 177'000 | 177'000 | 175'423 | 175'423 | 103'751 CHF | 105'505 CHF | 100.00% | 100.00% |