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 | 0.78% | 1.36 CHF | 1.37 CHF | 60'000 | 60'000 | 59'879 | 59'879 | 76'610 CHF | 77'210 CHF | 99.79% | 99.79% |
14.05.2024 | 0.71% | 1.32 CHF | 1.33 CHF | 60'000 | 60'000 | 59'988 | 59'988 | 84'110 CHF | 84'710 CHF | 100.00% | 100.00% |
13.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 93'242 CHF | 93'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 94'630 CHF | 95'230 CHF | 99.61% | 99.61% |
08.05.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 60'000 | 60'000 | 59'984 | 59'984 | 97'397 CHF | 97'997 CHF | 99.29% | 99.29% |
07.05.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 60'000 | 60'000 | 59'949 | 59'949 | 91'370 CHF | 91'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'738 CHF | 92'338 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.60 CHF | 1.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 83'126 CHF | 83'726 CHF | 100.00% | 100.00% |
02.05.2024 | 0.67% | 1.38 CHF | 1.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 89'901 CHF | 90'501 CHF | 100.00% | 100.00% |
30.04.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 59'977 | 59'977 | 98'973 CHF | 99'573 CHF | 100.00% | 100.00% |