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 | 0.66% | 1.53 CHF | 1.54 CHF | 56'000 | 56'000 | 55'953 | 55'953 | 85'104 CHF | 85'664 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 58'000 | 58'000 | 57'868 | 57'868 | 77'241 CHF | 77'821 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 75'896 CHF | 76'476 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 58'000 | 58'000 | 57'024 | 57'024 | 80'266 CHF | 80'836 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 80'117 CHF | 80'681 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 76'398 CHF | 76'978 CHF | 99.09% | 99.09% |
07.05.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 58'000 | 58'000 | 58'697 | 58'697 | 73'017 CHF | 73'605 CHF | 99.94% | 99.94% |
06.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 71'724 CHF | 72'324 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 69'185 CHF | 69'785 CHF | 99.98% | 99.98% |
02.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 68'243 CHF | 68'843 CHF | 100.00% | 100.00% |