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 | 1.93% | 0.52 CHF | 0.53 CHF | 154'000 | 154'000 | 152'811 | 152'811 | 78'690 CHF | 80'220 CHF | 100.00% | 100.00% |
15.05.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 149'127 | 149'127 | 65'087 CHF | 66'581 CHF | 100.00% | 100.00% |
14.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 148'309 | 148'309 | 61'295 CHF | 62'779 CHF | 99.97% | 99.97% |
13.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 62'011 CHF | 63'502 CHF | 100.00% | 100.00% |
10.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 148'129 | 148'129 | 59'186 CHF | 60'668 CHF | 100.00% | 100.00% |
08.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 152'000 | 152'000 | 152'569 | 152'569 | 75'024 CHF | 76'549 CHF | 99.06% | 99.06% |
07.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 152'000 | 152'000 | 151'886 | 151'886 | 73'462 CHF | 74'982 CHF | 99.64% | 99.64% |
06.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 152'000 | 152'000 | 152'397 | 152'397 | 73'429 CHF | 74'953 CHF | 100.00% | 100.00% |
03.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 156'000 | 156'000 | 154'252 | 154'252 | 78'486 CHF | 80'029 CHF | 99.95% | 99.95% |
02.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 152'000 | 152'000 | 153'577 | 153'577 | 77'322 CHF | 78'857 CHF | 99.98% | 99.98% |