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 | 0.77% | 1.30 CHF | 1.31 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 200'297 CHF | 201'837 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 155'000 | 155'000 | 155'359 | 155'359 | 205'564 CHF | 207'121 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 155'000 | 155'000 | 154'583 | 154'583 | 202'230 CHF | 203'776 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 207'081 CHF | 208'642 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 153'000 | 153'000 | 151'925 | 151'925 | 203'600 CHF | 205'119 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 206'575 CHF | 208'104 CHF | 99.24% | 99.24% |
07.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 153'000 | 153'000 | 153'491 | 153'491 | 208'965 CHF | 210'501 CHF | 97.36% | 97.36% |
06.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 153'000 | 153'000 | 152'865 | 152'865 | 206'896 CHF | 208'424 CHF | 98.44% | 98.44% |
03.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 201'063 CHF | 202'574 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 213'439 CHF | 214'988 CHF | 99.99% | 99.99% |