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% | 0.54 CHF | 0.55 CHF | 179'000 | 179'000 | 183'192 | 183'192 | 103'026 CHF | 104'859 CHF | 100.00% | 100.00% |
15.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 184'000 | 184'000 | 183'564 | 183'564 | 104'766 CHF | 106'606 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 184'000 | 184'000 | 183'955 | 183'955 | 104'072 CHF | 105'912 CHF | 100.00% | 100.00% |
13.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 107'479 CHF | 109'319 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 106'053 CHF | 107'893 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 119'804 CHF | 121'694 CHF | 99.25% | 99.25% |
07.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 189'000 | 189'000 | 188'873 | 188'873 | 122'403 CHF | 124'293 CHF | 97.36% | 97.36% |
06.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 121'759 CHF | 123'649 CHF | 98.54% | 98.54% |
03.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 189'000 | 189'000 | 189'030 | 189'030 | 125'925 CHF | 127'815 CHF | 100.00% | 100.00% |
02.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 194'000 | 194'000 | 193'979 | 193'979 | 139'268 CHF | 141'208 CHF | 99.99% | 99.99% |