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 | 1.28% | 0.77 CHF | 0.78 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 119'873 CHF | 121'413 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 155'000 | 155'000 | 155'384 | 155'384 | 124'221 CHF | 125'778 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 155'000 | 155'000 | 154'583 | 154'583 | 121'488 CHF | 123'035 CHF | 99.97% | 99.97% |
13.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 125'590 CHF | 127'151 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 124'222 CHF | 125'741 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 126'928 CHF | 128'458 CHF | 99.24% | 99.24% |
07.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 153'000 | 153'000 | 153'495 | 153'495 | 128'847 CHF | 130'383 CHF | 97.36% | 97.36% |
06.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 153'000 | 153'000 | 152'866 | 152'866 | 127'088 CHF | 128'617 CHF | 98.41% | 98.41% |
03.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 153'000 | 153'000 | 151'105 | 151'105 | 122'047 CHF | 123'558 CHF | 99.98% | 99.98% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 155'000 | 155'000 | 154'869 | 154'869 | 132'655 CHF | 134'204 CHF | 100.00% | 100.00% |