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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 154'000 | 154'000 | 154'021 | 154'021 | 71'267 CHF | 72'807 CHF | 100.00% | 100.00% |
21.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 152'000 | 152'000 | 151'895 | 151'895 | 62'717 CHF | 64'238 CHF | 100.00% | 100.00% |
17.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 152'000 | 152'000 | 151'812 | 151'812 | 58'289 CHF | 59'808 CHF | 100.00% | 100.00% |
16.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 154'000 | 154'000 | 152'808 | 152'808 | 61'623 CHF | 63'152 CHF | 100.00% | 100.00% |
15.05.2024 | 3.06% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'100 | 149'100 | 48'494 CHF | 49'988 CHF | 100.00% | 100.00% |
14.05.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 148'308 | 148'308 | 44'913 CHF | 46'396 CHF | 99.99% | 99.99% |
13.05.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 45'537 CHF | 47'028 CHF | 100.00% | 100.00% |
10.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 148'128 | 148'128 | 42'801 CHF | 44'282 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 152'000 | 152'000 | 152'564 | 152'564 | 58'064 CHF | 59'590 CHF | 99.06% | 99.06% |
07.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 152'000 | 152'000 | 151'858 | 151'858 | 56'619 CHF | 58'139 CHF | 99.66% | 99.66% |