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 | 3.11% | 0.31 CHF | 0.32 CHF | 154'000 | 154'000 | 152'809 | 152'809 | 48'610 CHF | 50'140 CHF | 100.00% | 100.00% |
15.05.2024 | 2.51% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'129 | 149'129 | 59'204 CHF | 60'699 CHF | 100.00% | 100.00% |
14.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 148'310 | 148'310 | 62'147 CHF | 63'630 CHF | 100.00% | 100.00% |
13.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 62'183 CHF | 63'674 CHF | 100.00% | 100.00% |
10.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 148'129 | 148'129 | 64'145 CHF | 65'627 CHF | 100.00% | 100.00% |
08.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 152'000 | 152'000 | 152'565 | 152'565 | 52'195 CHF | 53'721 CHF | 99.06% | 99.06% |
07.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 152'000 | 152'000 | 151'862 | 151'862 | 53'212 CHF | 54'732 CHF | 99.66% | 99.66% |
06.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 152'000 | 152'000 | 152'397 | 152'397 | 53'945 CHF | 55'469 CHF | 100.00% | 100.00% |
03.05.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 156'000 | 156'000 | 154'252 | 154'252 | 50'832 CHF | 52'374 CHF | 99.99% | 99.99% |
02.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 152'000 | 152'000 | 153'577 | 153'577 | 51'460 CHF | 52'996 CHF | 100.00% | 100.00% |