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 | 1.14% | 0.84 CHF | 0.85 CHF | 179'000 | 179'000 | 183'192 | 183'192 | 159'599 CHF | 161'433 CHF | 100.00% | 100.00% |
15.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 184'000 | 184'000 | 183'572 | 183'572 | 161'464 CHF | 163'304 CHF | 100.00% | 100.00% |
14.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 184'000 | 184'000 | 183'957 | 183'957 | 160'899 CHF | 162'738 CHF | 100.00% | 100.00% |
13.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 164'389 CHF | 166'229 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 184'000 | 184'000 | 184'000 | 184'000 | 162'896 CHF | 164'736 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 178'336 CHF | 180'226 CHF | 99.25% | 99.25% |
07.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 189'000 | 189'000 | 188'874 | 188'874 | 180'801 CHF | 182'691 CHF | 97.36% | 97.36% |
06.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 180'193 CHF | 182'083 CHF | 98.52% | 98.52% |
03.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 189'000 | 189'000 | 189'030 | 189'030 | 184'417 CHF | 186'307 CHF | 100.00% | 100.00% |
02.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 194'000 | 194'000 | 193'979 | 193'979 | 199'287 CHF | 201'227 CHF | 99.99% | 99.99% |