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 | 1.75% | 0.57 CHF | 0.58 CHF | 158'000 | 158'000 | 157'046 | 157'046 | 89'290 CHF | 90'861 CHF | 100.00% | 100.00% |
15.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 158'000 | 158'000 | 158'057 | 158'057 | 83'278 CHF | 84'862 CHF | 100.00% | 100.00% |
14.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 86'327 CHF | 87'907 CHF | 99.99% | 99.99% |
13.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 86'534 CHF | 88'114 CHF | 100.00% | 100.00% |
10.05.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 84'102 CHF | 85'685 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 73'733 CHF | 75'346 CHF | 99.25% | 99.25% |
07.05.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 164'000 | 164'000 | 163'847 | 163'847 | 61'234 CHF | 62'874 CHF | 97.36% | 97.36% |
06.05.2024 | 2.39% | 0.37 CHF | 0.38 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 67'278 CHF | 68'902 CHF | 98.54% | 98.54% |
03.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 65'558 CHF | 67'191 CHF | 99.98% | 99.98% |
02.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 63'773 CHF | 65'413 CHF | 99.99% | 99.99% |