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 | 2.33% | 0.42 CHF | 0.43 CHF | 154'000 | 154'000 | 152'809 | 152'809 | 64'931 CHF | 66'461 CHF | 100.00% | 100.00% |
15.05.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 149'133 | 149'133 | 75'209 CHF | 76'703 CHF | 100.00% | 100.00% |
14.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 148'310 | 148'310 | 78'191 CHF | 79'674 CHF | 99.99% | 99.99% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 78'137 CHF | 79'628 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 148'129 | 148'129 | 80'112 CHF | 81'593 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 152'000 | 152'000 | 152'569 | 152'569 | 68'329 CHF | 69'855 CHF | 99.06% | 99.06% |
07.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 152'000 | 152'000 | 151'877 | 151'877 | 69'422 CHF | 70'942 CHF | 99.64% | 99.64% |
06.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 152'000 | 152'000 | 152'397 | 152'397 | 69'955 CHF | 71'479 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 156'000 | 156'000 | 154'252 | 154'252 | 66'811 CHF | 68'353 CHF | 100.00% | 100.00% |
02.05.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 152'000 | 152'000 | 153'577 | 153'577 | 67'791 CHF | 69'327 CHF | 100.00% | 100.00% |