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 | 1.77% | 0.55 CHF | 0.56 CHF | 114'000 | 114'000 | 114'415 | 114'415 | 64'028 CHF | 65'173 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 114'000 | 114'000 | 112'901 | 112'901 | 61'013 CHF | 62'144 CHF | 100.00% | 100.00% |
14.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 59'069 CHF | 60'193 CHF | 100.00% | 100.00% |
13.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 70'835 CHF | 72'012 CHF | 100.00% | 100.00% |
10.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 68'319 CHF | 69'484 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 118'000 | 118'000 | 118'000 | 118'000 | 69'895 CHF | 71'075 CHF | 98.99% | 98.99% |
07.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 117'950 | 117'950 | 70'976 CHF | 72'156 CHF | 99.66% | 99.66% |
06.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 73'222 CHF | 74'412 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 73'681 CHF | 74'879 CHF | 100.00% | 100.00% |
02.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 71'124 CHF | 72'307 CHF | 99.99% | 99.99% |