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 | 0.61% | 1.62 CHF | 1.63 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 170'306 CHF | 171'349 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 98'000 | 98'000 | 97'604 | 97'604 | 165'265 CHF | 166'243 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 98'000 | 98'000 | 97'569 | 97'569 | 168'825 CHF | 169'801 CHF | 99.99% | 99.99% |
13.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 163'763 CHF | 164'758 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 159'630 CHF | 160'633 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 102'000 | 102'000 | 101'547 | 101'547 | 157'606 CHF | 158'621 CHF | 98.83% | 98.83% |
07.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 98'000 | 98'000 | 99'083 | 99'083 | 166'239 CHF | 167'231 CHF | 97.92% | 97.92% |
06.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 166'766 CHF | 167'757 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 163'529 CHF | 164'525 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 162'998 CHF | 163'994 CHF | 100.00% | 100.00% |