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 | 0.56% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 73'869 | 73'869 | 133'499 CHF | 134'238 CHF | 96.99% | 96.99% |
15.05.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 80'000 | 80'000 | 79'533 | 79'533 | 123'940 CHF | 124'737 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 78'000 | 78'000 | 77'233 | 77'233 | 113'116 CHF | 113'889 CHF | 99.44% | 99.44% |
13.05.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 79'000 | 79'000 | 78'685 | 78'685 | 122'505 CHF | 123'293 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 83'000 | 83'000 | 81'955 | 81'955 | 125'983 CHF | 126'803 CHF | 99.77% | 99.77% |
08.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 85'000 | 85'000 | 84'198 | 84'198 | 121'206 CHF | 122'048 CHF | 99.79% | 99.79% |
07.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 89'000 | 89'000 | 88'137 | 88'137 | 122'892 CHF | 123'775 CHF | 96.68% | 100.00% |
06.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 91'000 | 91'000 | 89'679 | 89'679 | 121'328 CHF | 122'226 CHF | 84.00% | 98.85% |
03.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 96'000 | 96'000 | 95'299 | 95'296 | 122'577 CHF | 123'527 CHF | 98.89% | 98.89% |
02.05.2024 | 0.74% | 1.25 CHF | 1.26 CHF | 88'000 | 88'000 | 85'677 | 85'677 | 116'504 CHF | 117'361 CHF | 100.00% | 100.00% |