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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 158'000 | 158'000 | 158'059 | 158'059 | 146'941 CHF | 148'525 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 158'000 | 158'000 | 157'971 | 157'971 | 150'064 CHF | 151'644 CHF | 99.99% | 99.99% |
13.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 150'096 CHF | 151'676 CHF | 100.00% | 100.00% |
10.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 147'870 CHF | 149'453 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 138'618 CHF | 140'232 CHF | 99.25% | 99.25% |
07.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 164'000 | 164'000 | 163'854 | 163'854 | 127'190 CHF | 128'830 CHF | 97.36% | 97.36% |
06.05.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 164'000 | 164'000 | 162'417 | 162'417 | 132'621 CHF | 134'245 CHF | 98.56% | 98.56% |
03.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 131'224 CHF | 132'857 CHF | 99.99% | 99.99% |
02.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 129'771 CHF | 131'411 CHF | 99.99% | 99.99% |
30.04.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 162'000 | 162'000 | 161'900 | 161'900 | 135'345 CHF | 136'965 CHF | 100.00% | 100.00% |