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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.24% | 1.25 CHF | 1.26 CHF | 144'000 | 144'000 | 64'682 | 64'682 | 80'366 CHF | 81'204 CHF | 99.33% | 99.33% |
16.05.2024 | 1.25% | 1.26 CHF | 1.27 CHF | 144'000 | 144'000 | 64'727 | 64'727 | 80'704 CHF | 81'550 CHF | 100.00% | 100.00% |
15.05.2024 | 1.30% | 1.21 CHF | 1.22 CHF | 146'000 | 146'000 | 65'231 | 65'231 | 78'469 CHF | 79'321 CHF | 99.72% | 99.72% |
14.05.2024 | 1.26% | 1.17 CHF | 1.18 CHF | 146'000 | 146'000 | 64'925 | 64'925 | 78'621 CHF | 79'463 CHF | 100.00% | 100.00% |
13.05.2024 | 1.25% | 1.23 CHF | 1.24 CHF | 145'000 | 145'000 | 64'653 | 64'653 | 79'423 CHF | 80'263 CHF | 99.78% | 99.78% |
10.05.2024 | 1.26% | 1.22 CHF | 1.23 CHF | 145'000 | 145'000 | 65'203 | 65'203 | 79'745 CHF | 80'595 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 1.17 CHF | 1.18 CHF | 146'000 | 146'000 | 65'027 | 65'027 | 77'003 CHF | 77'853 CHF | 99.08% | 99.08% |
07.05.2024 | 1.33% | 1.16 CHF | 1.17 CHF | 147'000 | 147'000 | 65'901 | 65'901 | 76'508 CHF | 77'366 CHF | 99.94% | 99.94% |
06.05.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 148'000 | 148'000 | 66'903 | 66'903 | 75'755 CHF | 76'626 CHF | 99.99% | 99.99% |
03.05.2024 | 1.42% | 1.08 CHF | 1.09 CHF | 151'000 | 151'000 | 67'518 | 67'518 | 72'915 CHF | 73'794 CHF | 99.93% | 99.93% |