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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 108'000 | 108'000 | 107'224 | 107'224 | 168'396 CHF | 169'472 CHF | 100.00% | 100.00% |
22.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 108'000 | 108'000 | 107'574 | 107'574 | 167'717 CHF | 168'792 CHF | 100.00% | 100.00% |
21.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 106'000 | 106'000 | 106'393 | 106'393 | 173'864 CHF | 174'929 CHF | 100.00% | 100.00% |
17.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 106'000 | 106'000 | 105'552 | 105'552 | 181'564 CHF | 182'619 CHF | 100.00% | 100.00% |
16.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 182'579 CHF | 183'622 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 98'000 | 98'000 | 97'605 | 97'605 | 176'874 CHF | 177'852 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 98'000 | 98'000 | 97'580 | 97'580 | 180'384 CHF | 181'360 CHF | 99.97% | 99.97% |
13.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 175'527 CHF | 176'523 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 171'461 CHF | 172'465 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 169'508 CHF | 170'524 CHF | 98.84% | 98.84% |