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 | 0.69% | 1.43 CHF | 1.44 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 151'082 CHF | 152'125 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 98'000 | 98'000 | 97'602 | 97'602 | 147'351 CHF | 148'329 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 98'000 | 98'000 | 97'581 | 97'581 | 150'877 CHF | 151'853 CHF | 99.98% | 99.98% |
13.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 145'521 CHF | 146'517 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 141'317 CHF | 142'320 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 139'010 CHF | 140'026 CHF | 98.84% | 98.84% |
07.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 98'000 | 98'000 | 99'083 | 99'083 | 148'142 CHF | 149'134 CHF | 97.92% | 97.92% |
06.05.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 148'745 CHF | 149'736 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 145'377 CHF | 146'373 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 144'848 CHF | 145'844 CHF | 100.00% | 100.00% |