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 | 1.68% | 0.94 CHF | 0.95 CHF | 144'000 | 144'000 | 64'722 | 64'722 | 60'113 CHF | 60'959 CHF | 100.00% | 100.00% |
15.05.2024 | 1.76% | 0.89 CHF | 0.90 CHF | 146'000 | 146'000 | 65'411 | 65'411 | 57'908 CHF | 58'761 CHF | 99.96% | 99.96% |
14.05.2024 | 1.70% | 0.85 CHF | 0.86 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 57'940 CHF | 58'782 CHF | 100.00% | 100.00% |
13.05.2024 | 1.69% | 0.91 CHF | 0.92 CHF | 145'000 | 145'000 | 64'767 | 64'767 | 58'920 CHF | 59'761 CHF | 100.00% | 100.00% |
10.05.2024 | 1.70% | 0.90 CHF | 0.91 CHF | 145'000 | 145'000 | 65'201 | 65'201 | 59'034 CHF | 59'884 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.85 CHF | 0.86 CHF | 146'000 | 146'000 | 65'029 | 65'029 | 56'273 CHF | 57'124 CHF | 99.07% | 99.07% |
07.05.2024 | 1.83% | 0.84 CHF | 0.85 CHF | 147'000 | 147'000 | 65'899 | 65'899 | 55'524 CHF | 56'381 CHF | 99.94% | 99.94% |
06.05.2024 | 1.90% | 0.81 CHF | 0.82 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 54'529 CHF | 55'401 CHF | 100.00% | 100.00% |
03.05.2024 | 2.00% | 0.76 CHF | 0.77 CHF | 151'000 | 151'000 | 67'553 | 67'553 | 51'480 CHF | 52'359 CHF | 99.97% | 99.97% |
02.05.2024 | 2.93% | 0.77 CHF | 0.78 CHF | 149'000 | 149'000 | 49'875 | 49'875 | 38'393 CHF | 39'167 CHF | 100.00% | 100.00% |