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 | 0.67% | 1.49 CHF | 1.50 CHF | 154'000 | 154'000 | 153'876 | 153'876 | 230'550 CHF | 232'090 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 155'000 | 155'000 | 155'353 | 155'353 | 235'708 CHF | 237'265 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 155'000 | 155'000 | 154'582 | 154'582 | 232'466 CHF | 234'012 CHF | 99.99% | 99.99% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 237'614 CHF | 239'176 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 233'059 CHF | 234'578 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 236'734 CHF | 238'264 CHF | 99.24% | 99.24% |
07.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 153'000 | 153'000 | 153'492 | 153'492 | 239'076 CHF | 240'612 CHF | 97.36% | 97.36% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 153'000 | 153'000 | 152'866 | 152'866 | 236'763 CHF | 238'292 CHF | 98.35% | 98.35% |
03.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 230'519 CHF | 232'030 CHF | 99.99% | 99.99% |
02.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 243'792 CHF | 245'340 CHF | 99.99% | 99.99% |