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 | 0.66% | 1.51 CHF | 1.52 CHF | 125'000 | 125'000 | 124'070 | 124'070 | 188'353 CHF | 189'595 CHF | 100.00% | 100.00% |
15.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 124'000 | 124'000 | 121'690 | 121'690 | 194'048 CHF | 195'268 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 122'000 | 122'000 | 123'414 | 123'414 | 192'985 CHF | 194'220 CHF | 99.98% | 99.98% |
13.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 125'000 | 125'000 | 124'757 | 124'757 | 185'873 CHF | 187'121 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 125'000 | 125'000 | 124'485 | 124'485 | 186'708 CHF | 187'953 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 119'000 | 119'000 | 117'451 | 117'451 | 176'350 CHF | 177'525 CHF | 99.06% | 99.06% |
07.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 117'000 | 117'000 | 116'642 | 116'642 | 179'112 CHF | 180'279 CHF | 97.92% | 97.92% |
06.05.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 119'000 | 119'000 | 117'830 | 117'830 | 176'918 CHF | 178'096 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 119'162 | 119'162 | 172'181 CHF | 173'373 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 120'000 | 120'000 | 119'443 | 119'443 | 170'196 CHF | 171'390 CHF | 100.00% | 100.00% |