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 | 1.71% | 0.58 CHF | 0.59 CHF | 132'100 | 132'100 | 131'428 | 131'428 | 76'359 CHF | 77'674 CHF | 100.00% | 100.00% |
15.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 128'400 | 128'400 | 126'512 | 126'512 | 76'902 CHF | 78'170 CHF | 100.00% | 100.00% |
14.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 130'100 | 130'100 | 131'277 | 131'277 | 79'775 CHF | 81'088 CHF | 99.98% | 99.98% |
13.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 137'700 | 137'700 | 137'978 | 137'978 | 80'209 CHF | 81'589 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 137'200 | 137'200 | 135'879 | 135'879 | 78'021 CHF | 79'380 CHF | 100.00% | 100.00% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 137'300 | 137'300 | 137'239 | 137'239 | 75'664 CHF | 77'037 CHF | 99.06% | 99.06% |
07.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 141'100 | 141'100 | 140'488 | 140'488 | 79'543 CHF | 80'948 CHF | 97.81% | 97.81% |
06.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 144'400 | 144'400 | 144'761 | 144'761 | 79'022 CHF | 80'470 CHF | 100.00% | 100.00% |
03.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 152'900 | 152'900 | 152'574 | 152'574 | 80'192 CHF | 81'717 CHF | 100.00% | 100.00% |
02.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 156'300 | 156'300 | 155'655 | 155'655 | 78'286 CHF | 79'842 CHF | 100.00% | 100.00% |