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 | 0.74% | 1.32 CHF | 1.33 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 139'728 CHF | 140'771 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 98'000 | 98'000 | 97'606 | 97'606 | 136'780 CHF | 137'758 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 98'000 | 98'000 | 97'569 | 97'569 | 140'296 CHF | 141'272 CHF | 99.97% | 99.97% |
13.05.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 134'773 CHF | 135'769 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 130'450 CHF | 131'454 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 128'048 CHF | 129'064 CHF | 98.84% | 98.84% |
07.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 98'000 | 98'000 | 99'088 | 99'088 | 137'448 CHF | 138'440 CHF | 97.92% | 97.92% |
06.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 138'069 CHF | 139'060 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 134'633 CHF | 135'629 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 134'109 CHF | 135'105 CHF | 100.00% | 100.00% |