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 | 0.55% | 1.82 CHF | 1.83 CHF | 140'000 | 140'000 | 138'500 | 138'500 | 253'069 CHF | 254'456 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 153'000 | 153'000 | 151'558 | 151'558 | 253'380 CHF | 254'897 CHF | 99.86% | 99.86% |
14.05.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 156'000 | 156'000 | 154'699 | 154'699 | 239'716 CHF | 241'265 CHF | 99.23% | 99.23% |
13.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 160'000 | 160'000 | 157'881 | 157'881 | 244'745 CHF | 246'325 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 178'000 | 178'000 | 177'152 | 177'152 | 266'134 CHF | 267'908 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 193'000 | 193'000 | 191'246 | 191'246 | 254'063 CHF | 255'977 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 222'000 | 222'000 | 221'295 | 221'295 | 268'615 CHF | 270'830 CHF | 100.00% | 100.00% |
06.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 235'000 | 235'000 | 232'450 | 232'450 | 255'029 CHF | 257'356 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 248'000 | 248'000 | 246'321 | 246'321 | 253'109 CHF | 255'574 CHF | 98.39% | 98.39% |
02.05.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 239'000 | 239'000 | 236'117 | 236'117 | 238'790 CHF | 241'154 CHF | 100.00% | 100.00% |