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 | 0.91% | 1.72 CHF | 1.73 CHF | 144'000 | 144'000 | 64'760 | 64'760 | 110'736 CHF | 111'583 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 1.67 CHF | 1.68 CHF | 146'000 | 146'000 | 65'394 | 65'394 | 109'103 CHF | 109'956 CHF | 99.96% | 99.96% |
14.05.2024 | 0.91% | 1.64 CHF | 1.65 CHF | 146'000 | 146'000 | 64'928 | 64'928 | 108'793 CHF | 109'635 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 1.69 CHF | 1.70 CHF | 145'000 | 145'000 | 64'768 | 64'768 | 109'642 CHF | 110'483 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.69 CHF | 1.70 CHF | 145'000 | 145'000 | 65'203 | 65'203 | 110'141 CHF | 110'991 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.64 CHF | 1.65 CHF | 146'000 | 146'000 | 65'024 | 65'024 | 107'248 CHF | 108'098 CHF | 99.07% | 99.07% |
07.05.2024 | 0.95% | 1.63 CHF | 1.64 CHF | 147'000 | 147'000 | 65'900 | 65'900 | 107'213 CHF | 108'070 CHF | 99.94% | 99.94% |
06.05.2024 | 0.97% | 1.60 CHF | 1.61 CHF | 148'000 | 148'000 | 66'912 | 66'912 | 106'799 CHF | 107'671 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 1.54 CHF | 1.55 CHF | 151'000 | 151'000 | 67'550 | 67'550 | 104'189 CHF | 105'068 CHF | 99.97% | 99.97% |
02.05.2024 | 1.48% | 1.56 CHF | 1.57 CHF | 149'000 | 149'000 | 49'872 | 49'872 | 77'610 CHF | 78'384 CHF | 100.00% | 100.00% |