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 | 1.51% | 0.63 CHF | 0.64 CHF | 179'000 | 179'000 | 183'179 | 183'179 | 120'797 CHF | 122'630 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 184'000 | 184'000 | 183'573 | 183'573 | 122'550 CHF | 124'389 CHF | 100.00% | 100.00% |
14.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 184'000 | 184'000 | 183'959 | 183'959 | 121'997 CHF | 123'837 CHF | 100.00% | 100.00% |
13.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 125'547 CHF | 127'387 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 123'898 CHF | 125'738 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 138'386 CHF | 140'276 CHF | 99.25% | 99.25% |
07.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 189'000 | 189'000 | 188'873 | 188'873 | 140'795 CHF | 142'685 CHF | 97.36% | 97.36% |
06.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 140'162 CHF | 142'052 CHF | 98.55% | 98.55% |
03.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 189'000 | 189'000 | 189'027 | 189'027 | 144'328 CHF | 146'218 CHF | 99.98% | 99.98% |
02.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 194'000 | 194'000 | 193'979 | 193'979 | 158'226 CHF | 160'165 CHF | 100.00% | 100.00% |