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 | 1.31% | 0.73 CHF | 0.74 CHF | 179'000 | 179'000 | 183'179 | 183'179 | 139'308 CHF | 141'142 CHF | 100.00% | 100.00% |
15.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 184'000 | 184'000 | 183'570 | 183'570 | 141'085 CHF | 142'925 CHF | 100.00% | 100.00% |
14.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 184'000 | 184'000 | 183'957 | 183'957 | 140'526 CHF | 142'366 CHF | 100.00% | 100.00% |
13.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 144'044 CHF | 145'884 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 142'473 CHF | 144'313 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 157'447 CHF | 159'337 CHF | 99.25% | 99.25% |
07.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 189'000 | 189'000 | 188'873 | 188'873 | 159'853 CHF | 161'743 CHF | 97.36% | 97.36% |
06.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 159'220 CHF | 161'110 CHF | 98.52% | 98.52% |
03.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 189'000 | 189'000 | 189'027 | 189'027 | 163'435 CHF | 165'325 CHF | 100.00% | 100.00% |
02.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 194'000 | 194'000 | 193'979 | 193'979 | 177'793 CHF | 179'733 CHF | 100.00% | 100.00% |