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 | 0.86% | 1.82 CHF | 1.83 CHF | 144'000 | 144'000 | 64'722 | 64'722 | 117'028 CHF | 117'874 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.77 CHF | 1.78 CHF | 146'000 | 146'000 | 65'412 | 65'412 | 115'514 CHF | 116'368 CHF | 99.96% | 99.96% |
14.05.2024 | 0.86% | 1.74 CHF | 1.75 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 115'166 CHF | 116'008 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 1.79 CHF | 1.80 CHF | 145'000 | 145'000 | 64'768 | 64'768 | 116'030 CHF | 116'871 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.79 CHF | 1.80 CHF | 145'000 | 145'000 | 65'202 | 65'202 | 116'549 CHF | 117'399 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.74 CHF | 1.75 CHF | 146'000 | 146'000 | 65'031 | 65'031 | 113'667 CHF | 114'517 CHF | 99.07% | 99.07% |
07.05.2024 | 0.90% | 1.72 CHF | 1.73 CHF | 147'000 | 147'000 | 65'929 | 65'929 | 113'628 CHF | 114'486 CHF | 99.81% | 99.81% |
06.05.2024 | 0.92% | 1.69 CHF | 1.70 CHF | 148'000 | 148'000 | 66'885 | 66'885 | 113'252 CHF | 114'123 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.64 CHF | 1.65 CHF | 151'000 | 151'000 | 67'530 | 67'530 | 110'799 CHF | 111'678 CHF | 99.94% | 99.94% |
02.05.2024 | 1.39% | 1.65 CHF | 1.66 CHF | 149'000 | 149'000 | 49'866 | 49'866 | 82'533 CHF | 83'306 CHF | 99.99% | 99.99% |