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 | 0.58% | 1.78 CHF | 1.79 CHF | 110'100 | 110'100 | 108'128 | 108'128 | 186'654 CHF | 187'736 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 107'000 | 107'000 | 104'266 | 104'266 | 185'710 CHF | 186'755 CHF | 99.84% | 99.84% |
14.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 102'900 | 102'900 | 104'576 | 104'576 | 194'093 CHF | 195'139 CHF | 99.87% | 99.87% |
13.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 105'700 | 105'700 | 104'980 | 104'980 | 191'496 CHF | 192'546 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 104'500 | 104'500 | 102'288 | 102'288 | 186'895 CHF | 187'918 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 101'600 | 101'600 | 103'346 | 103'346 | 194'359 CHF | 195'393 CHF | 99.17% | 99.17% |
07.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 104'500 | 104'500 | 106'534 | 106'534 | 195'189 CHF | 196'254 CHF | 99.70% | 99.70% |
06.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 107'900 | 107'900 | 106'576 | 106'576 | 188'326 CHF | 189'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 105'700 | 105'700 | 100'714 | 100'714 | 181'281 CHF | 182'288 CHF | 98.74% | 98.74% |
02.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 97'500 | 97'500 | 90'322 | 90'322 | 180'045 CHF | 180'948 CHF | 100.00% | 100.00% |