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 | 0.96% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 148'295 | 148'295 | 157'399 CHF | 158'886 CHF | 99.60% | 99.60% |
15.05.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 148'223 | 148'223 | 139'741 CHF | 141'227 CHF | 100.00% | 100.00% |
14.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 148'396 | 148'396 | 140'684 CHF | 142'170 CHF | 99.78% | 99.78% |
13.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 148'491 | 148'491 | 147'291 CHF | 148'777 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 148'491 | 148'491 | 147'957 CHF | 149'443 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 148'455 | 148'455 | 145'681 CHF | 147'168 CHF | 99.14% | 99.14% |
07.05.2024 | 1.20% | 0.92 CHF | 0.93 CHF | 160'000 | 160'000 | 161'287 | 161'287 | 136'557 CHF | 138'172 CHF | 99.86% | 99.86% |
06.05.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 170'000 | 170'000 | 168'290 | 168'290 | 131'630 CHF | 133'315 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 180'000 | 180'000 | 178'188 | 178'188 | 136'261 CHF | 138'045 CHF | 99.96% | 99.96% |
02.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 180'000 | 180'000 | 174'706 | 174'706 | 129'417 CHF | 131'166 CHF | 100.00% | 100.00% |