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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.00% | 0.74 CHF | 0.75 CHF | 145'000 | 145'000 | 64'425 | 64'425 | 49'131 CHF | 49'968 CHF | 99.98% | 99.98% |
22.05.2024 | 1.96% | 0.80 CHF | 0.81 CHF | 143'000 | 143'000 | 64'218 | 64'218 | 50'864 CHF | 51'699 CHF | 100.00% | 100.00% |
21.05.2024 | 1.93% | 0.76 CHF | 0.77 CHF | 145'000 | 145'000 | 64'801 | 64'801 | 50'888 CHF | 51'727 CHF | 98.95% | 98.95% |
17.05.2024 | 1.95% | 0.80 CHF | 0.81 CHF | 144'000 | 144'000 | 64'679 | 64'679 | 51'226 CHF | 52'064 CHF | 99.33% | 99.33% |
16.05.2024 | 1.96% | 0.81 CHF | 0.82 CHF | 144'000 | 144'000 | 64'724 | 64'724 | 51'679 CHF | 52'526 CHF | 100.00% | 100.00% |
15.05.2024 | 2.07% | 0.76 CHF | 0.77 CHF | 146'000 | 146'000 | 65'413 | 65'413 | 49'376 CHF | 50'229 CHF | 99.96% | 99.96% |
14.05.2024 | 1.98% | 0.72 CHF | 0.73 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 49'459 CHF | 50'301 CHF | 100.00% | 100.00% |
13.05.2024 | 1.96% | 0.78 CHF | 0.79 CHF | 145'000 | 145'000 | 64'767 | 64'767 | 50'461 CHF | 51'302 CHF | 100.00% | 100.00% |
10.05.2024 | 1.99% | 0.77 CHF | 0.78 CHF | 145'000 | 145'000 | 65'201 | 65'201 | 50'503 CHF | 51'353 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.72 CHF | 0.73 CHF | 146'000 | 146'000 | 65'028 | 65'028 | 47'782 CHF | 48'633 CHF | 99.07% | 99.07% |