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 | 0.79% | 1.29 CHF | 1.30 CHF | 98'000 | 98'000 | 44'219 | 44'219 | 56'838 CHF | 57'282 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 56'169 CHF | 56'615 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 99'000 | 99'000 | 44'522 | 44'522 | 56'322 CHF | 56'768 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 99'000 | 99'000 | 44'542 | 44'542 | 56'192 CHF | 56'638 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 55'871 CHF | 56'317 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 98'000 | 98'000 | 43'828 | 43'828 | 55'649 CHF | 56'089 CHF | 99.07% | 99.07% |
07.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 99'000 | 99'000 | 44'275 | 44'275 | 56'341 CHF | 56'785 CHF | 99.81% | 99.81% |
06.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 54'872 CHF | 55'319 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 44'745 | 44'745 | 53'899 CHF | 54'347 CHF | 99.96% | 99.96% |
02.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 44'732 | 44'732 | 53'490 CHF | 53'938 CHF | 99.98% | 99.98% |