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 | 0.73% | 1.36 CHF | 1.37 CHF | 154'000 | 154'000 | 153'876 | 153'876 | 210'654 CHF | 212'194 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 155'000 | 155'000 | 155'359 | 155'359 | 215'806 CHF | 217'363 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 155'000 | 155'000 | 154'583 | 154'583 | 212'707 CHF | 214'253 CHF | 99.97% | 99.97% |
13.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 217'644 CHF | 219'205 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 213'984 CHF | 215'503 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 217'189 CHF | 218'719 CHF | 99.25% | 99.25% |
07.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 153'000 | 153'000 | 153'491 | 153'491 | 219'455 CHF | 220'991 CHF | 97.36% | 97.36% |
06.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 153'000 | 153'000 | 152'864 | 152'864 | 217'364 CHF | 218'892 CHF | 98.53% | 98.53% |
03.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 211'382 CHF | 212'893 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 224'087 CHF | 225'636 CHF | 99.99% | 99.99% |