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 | 1.03% | 0.96 CHF | 0.97 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 149'123 CHF | 150'663 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 155'000 | 155'000 | 155'355 | 155'355 | 153'785 CHF | 155'342 CHF | 100.00% | 100.00% |
14.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 155'000 | 155'000 | 154'583 | 154'583 | 150'910 CHF | 152'456 CHF | 99.97% | 99.97% |
13.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 155'282 CHF | 156'843 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 153'148 CHF | 154'667 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 155'999 CHF | 157'529 CHF | 99.24% | 99.24% |
07.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153'000 | 153'000 | 153'494 | 153'494 | 158'054 CHF | 159'590 CHF | 97.36% | 97.36% |
06.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153'000 | 153'000 | 152'866 | 152'866 | 156'193 CHF | 157'721 CHF | 98.38% | 98.38% |
03.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 153'000 | 153'000 | 151'104 | 151'104 | 150'814 CHF | 152'325 CHF | 99.99% | 99.99% |
02.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 162'136 CHF | 163'685 CHF | 99.99% | 99.99% |