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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'304 CHF | 43'604 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'609 CHF | 42'909 CHF | 99.77% | 99.77% |
15.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'879 CHF | 43'179 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'329 CHF | 42'629 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'290 CHF | 42'590 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 41'721 CHF | 42'021 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'663 CHF | 42'963 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'243 CHF | 43'543 CHF | 99.76% | 99.76% |
06.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 41'064 CHF | 41'364 CHF | 99.53% | 99.53% |
03.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 40'452 CHF | 40'752 CHF | 99.70% | 99.70% |