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 | 0.63% | 1.57 CHF | 1.58 CHF | 123'000 | 123'000 | 122'236 | 122'236 | 192'685 CHF | 193'909 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 126'400 | 126'400 | 126'384 | 126'384 | 192'251 CHF | 193'518 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 125'000 | 125'000 | 124'999 | 124'999 | 193'332 CHF | 194'582 CHF | 98.53% | 98.53% |
13.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 124'200 | 124'200 | 124'200 | 124'200 | 192'140 CHF | 193'382 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 128'000 | 128'000 | 128'248 | 128'248 | 195'652 CHF | 196'934 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 138'000 | 138'000 | 139'164 | 139'164 | 199'462 CHF | 200'854 CHF | 99.24% | 99.24% |
07.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 145'100 | 145'100 | 145'094 | 145'094 | 193'718 CHF | 195'169 CHF | 95.30% | 95.30% |
06.05.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 143'300 | 143'300 | 141'950 | 141'950 | 196'290 CHF | 197'709 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 142'800 | 142'800 | 142'215 | 142'215 | 194'237 CHF | 195'659 CHF | 99.99% | 99.99% |
02.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 141'000 | 141'000 | 140'979 | 140'979 | 190'493 CHF | 191'903 CHF | 100.00% | 100.00% |