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 | 2.16% | 0.69 CHF | 0.70 CHF | 144'000 | 144'000 | 64'723 | 64'723 | 45'355 CHF | 46'202 CHF | 100.00% | 100.00% |
15.05.2024 | 2.04% | 0.74 CHF | 0.75 CHF | 146'000 | 146'000 | 65'413 | 65'413 | 48'929 CHF | 49'783 CHF | 99.96% | 99.96% |
14.05.2024 | 2.10% | 0.78 CHF | 0.79 CHF | 146'000 | 146'000 | 64'929 | 64'929 | 48'406 CHF | 49'248 CHF | 100.00% | 100.00% |
13.05.2024 | 2.12% | 0.73 CHF | 0.74 CHF | 145'000 | 145'000 | 64'765 | 64'765 | 47'093 CHF | 47'934 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.74 CHF | 0.75 CHF | 145'000 | 145'000 | 65'200 | 65'200 | 47'885 CHF | 48'735 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.79 CHF | 0.80 CHF | 146'000 | 146'000 | 65'026 | 65'026 | 50'576 CHF | 51'426 CHF | 99.07% | 99.07% |
07.05.2024 | 1.92% | 0.80 CHF | 0.81 CHF | 147'000 | 147'000 | 65'903 | 65'903 | 52'576 CHF | 53'433 CHF | 99.94% | 99.94% |
06.05.2024 | 1.85% | 0.82 CHF | 0.83 CHF | 148'000 | 148'000 | 66'910 | 66'910 | 54'993 CHF | 55'864 CHF | 100.00% | 100.00% |
03.05.2024 | 1.76% | 0.88 CHF | 0.89 CHF | 151'000 | 151'000 | 67'549 | 67'549 | 59'263 CHF | 60'142 CHF | 99.97% | 99.97% |
02.05.2024 | 2.68% | 0.89 CHF | 0.90 CHF | 149'000 | 149'000 | 49'863 | 49'863 | 43'876 CHF | 44'650 CHF | 99.99% | 99.99% |