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 | 1.33% | 0.79 CHF | 0.80 CHF | 158'000 | 158'000 | 158'089 | 158'089 | 118'933 CHF | 120'517 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 121'879 CHF | 123'459 CHF | 100.00% | 100.00% |
13.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 122'123 CHF | 123'703 CHF | 100.00% | 100.00% |
10.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 119'779 CHF | 121'362 CHF | 99.99% | 99.99% |
08.05.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 110'171 CHF | 111'785 CHF | 99.24% | 99.24% |
07.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 164'000 | 164'000 | 163'908 | 163'908 | 98'307 CHF | 99'947 CHF | 97.36% | 97.36% |
06.05.2024 | 1.55% | 0.59 CHF | 0.60 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 103'905 CHF | 105'530 CHF | 98.44% | 98.44% |
03.05.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 164'000 | 164'000 | 163'314 | 163'314 | 102'459 CHF | 104'092 CHF | 100.00% | 100.00% |
02.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 100'969 CHF | 102'608 CHF | 100.00% | 100.00% |
30.04.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 162'000 | 162'000 | 161'880 | 161'880 | 106'671 CHF | 108'291 CHF | 100.00% | 100.00% |