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 | 0.82% | 1.92 CHF | 1.93 CHF | 144'000 | 144'000 | 64'725 | 64'725 | 123'550 CHF | 124'397 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 1.87 CHF | 1.88 CHF | 146'000 | 146'000 | 65'413 | 65'413 | 122'136 CHF | 122'989 CHF | 99.96% | 99.96% |
14.05.2024 | 0.82% | 1.84 CHF | 1.85 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 121'736 CHF | 122'578 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 145'000 | 145'000 | 64'768 | 64'768 | 122'557 CHF | 123'398 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 145'000 | 145'000 | 65'202 | 65'202 | 123'145 CHF | 123'994 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 146'000 | 146'000 | 65'030 | 65'030 | 120'220 CHF | 121'070 CHF | 99.07% | 99.07% |
07.05.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 147'000 | 147'000 | 65'926 | 65'926 | 120'306 CHF | 121'164 CHF | 99.81% | 99.81% |
06.05.2024 | 0.86% | 1.79 CHF | 1.80 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 120'026 CHF | 120'898 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 1.74 CHF | 1.75 CHF | 151'000 | 151'000 | 67'538 | 67'538 | 117'589 CHF | 118'468 CHF | 99.95% | 99.95% |
02.05.2024 | 1.31% | 1.76 CHF | 1.77 CHF | 149'000 | 149'000 | 49'874 | 49'874 | 87'587 CHF | 88'360 CHF | 100.00% | 100.00% |