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 | 1.90% | 0.83 CHF | 0.84 CHF | 164'000 | 164'000 | 73'490 | 73'490 | 59'803 CHF | 60'760 CHF | 100.00% | 100.00% |
15.05.2024 | 1.86% | 0.82 CHF | 0.83 CHF | 164'000 | 164'000 | 73'321 | 73'321 | 60'726 CHF | 61'680 CHF | 100.00% | 100.00% |
14.05.2024 | 1.84% | 0.82 CHF | 0.83 CHF | 164'000 | 164'000 | 73'098 | 73'098 | 60'911 CHF | 61'862 CHF | 100.00% | 100.00% |
13.05.2024 | 2.00% | 0.82 CHF | 0.83 CHF | 164'000 | 164'000 | 74'684 | 74'684 | 58'084 CHF | 59'055 CHF | 99.88% | 99.88% |
10.05.2024 | 2.15% | 0.76 CHF | 0.77 CHF | 168'000 | 168'000 | 75'868 | 75'868 | 54'986 CHF | 55'975 CHF | 99.99% | 99.99% |
08.05.2024 | 2.05% | 0.73 CHF | 0.74 CHF | 168'000 | 168'000 | 74'542 | 74'542 | 55'201 CHF | 56'174 CHF | 98.93% | 98.93% |
07.05.2024 | 2.09% | 0.76 CHF | 0.77 CHF | 166'000 | 166'000 | 75'325 | 75'325 | 55'766 CHF | 56'745 CHF | 99.89% | 99.89% |
06.05.2024 | 2.16% | 0.69 CHF | 0.70 CHF | 172'000 | 172'000 | 76'393 | 76'393 | 54'183 CHF | 55'177 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.70 CHF | 0.71 CHF | 172'000 | 172'000 | 75'966 | 75'966 | 54'847 CHF | 55'831 CHF | 99.99% | 99.99% |
02.05.2024 | 2.03% | 0.74 CHF | 0.75 CHF | 168'000 | 168'000 | 74'677 | 74'677 | 56'069 CHF | 57'041 CHF | 98.61% | 98.61% |