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 | 0.68% | 1.54 CHF | 1.55 CHF | 83'400 | 83'400 | 80'910 | 80'910 | 118'981 CHF | 119'791 CHF | 100.00% | 100.00% |
15.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 79'400 | 79'400 | 76'029 | 76'029 | 117'827 CHF | 118'589 CHF | 99.83% | 99.83% |
14.05.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 74'100 | 74'100 | 76'198 | 76'198 | 126'687 CHF | 127'449 CHF | 99.86% | 99.86% |
13.05.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 77'600 | 77'600 | 76'700 | 76'700 | 123'959 CHF | 124'726 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 76'100 | 76'100 | 73'290 | 73'290 | 118'732 CHF | 119'465 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 72'400 | 72'400 | 74'570 | 74'570 | 126'914 CHF | 127'659 CHF | 99.16% | 99.16% |
07.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 76'000 | 76'000 | 78'516 | 78'516 | 128'028 CHF | 128'813 CHF | 99.70% | 99.70% |
06.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 80'200 | 80'200 | 78'455 | 78'455 | 120'592 CHF | 121'377 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 77'400 | 77'400 | 71'138 | 71'138 | 112'706 CHF | 113'417 CHF | 98.77% | 98.77% |
02.05.2024 | 0.85% | 1.93 CHF | 1.94 CHF | 67'100 | 67'100 | 58'666 | 58'666 | 110'434 CHF | 111'337 CHF | 100.00% | 100.00% |