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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 126'000 | 126'000 | 127'653 | 127'653 | 82'486 CHF | 83'763 CHF | 100.00% | 100.00% |
21.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 128'000 | 128'000 | 127'485 | 127'485 | 83'439 CHF | 84'714 CHF | 95.97% | 95.97% |
17.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 128'000 | 128'000 | 128'026 | 128'026 | 81'468 CHF | 82'748 CHF | 99.55% | 99.55% |
16.05.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 128'000 | 128'000 | 125'977 | 125'977 | 86'479 CHF | 87'740 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 126'000 | 126'000 | 126'712 | 126'712 | 84'101 CHF | 85'371 CHF | 100.00% | 100.00% |
14.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 128'000 | 128'000 | 128'397 | 128'397 | 79'225 CHF | 80'509 CHF | 99.98% | 99.98% |
13.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 128'000 | 128'000 | 127'444 | 127'444 | 83'509 CHF | 84'784 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 122'000 | 122'000 | 122'317 | 122'317 | 86'922 CHF | 88'145 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 126'000 | 126'000 | 125'537 | 125'537 | 79'533 CHF | 80'788 CHF | 99.25% | 99.25% |
07.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 126'000 | 126'000 | 126'147 | 126'147 | 74'721 CHF | 75'984 CHF | 97.36% | 97.36% |