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 | 1.89% | 0.79 CHF | 0.80 CHF | 144'000 | 144'000 | 64'728 | 64'728 | 51'969 CHF | 52'815 CHF | 100.00% | 100.00% |
15.05.2024 | 1.80% | 0.84 CHF | 0.85 CHF | 146'000 | 146'000 | 65'398 | 65'398 | 55'549 CHF | 56'402 CHF | 99.90% | 99.90% |
14.05.2024 | 1.84% | 0.88 CHF | 0.89 CHF | 146'000 | 146'000 | 64'927 | 64'927 | 55'048 CHF | 55'890 CHF | 100.00% | 100.00% |
13.05.2024 | 1.86% | 0.83 CHF | 0.84 CHF | 145'000 | 145'000 | 64'766 | 64'766 | 53'758 CHF | 54'599 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.84 CHF | 0.85 CHF | 145'000 | 145'000 | 65'198 | 65'198 | 54'560 CHF | 55'410 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.89 CHF | 0.90 CHF | 146'000 | 146'000 | 65'021 | 65'021 | 57'263 CHF | 58'113 CHF | 99.08% | 99.08% |
07.05.2024 | 1.71% | 0.90 CHF | 0.91 CHF | 147'000 | 147'000 | 65'904 | 65'904 | 59'279 CHF | 60'137 CHF | 99.94% | 99.94% |
06.05.2024 | 1.65% | 0.93 CHF | 0.94 CHF | 148'000 | 148'000 | 66'911 | 66'911 | 61'881 CHF | 62'752 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 0.98 CHF | 0.99 CHF | 151'000 | 151'000 | 67'560 | 67'560 | 66'161 CHF | 67'040 CHF | 99.82% | 99.82% |
02.05.2024 | 2.40% | 0.99 CHF | 1.00 CHF | 149'000 | 149'000 | 49'871 | 49'871 | 48'995 CHF | 49'768 CHF | 100.00% | 100.00% |