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% | 1.39 CHF | 1.40 CHF | 80'000 | 80'000 | 79'897 | 79'897 | 116'428 CHF | 117'228 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 80'000 | 80'000 | 79'866 | 79'866 | 117'233 CHF | 118'033 CHF | 99.92% | 99.92% |
14.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 113'292 CHF | 114'092 CHF | 99.74% | 99.74% |
13.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 114'363 CHF | 115'163 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 131'577 CHF | 132'477 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 90'000 | 90'000 | 89'986 | 89'986 | 108'139 CHF | 109'039 CHF | 99.67% | 99.67% |
07.05.2024 | 0.99% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'926 | 99'926 | 100'858 CHF | 101'858 CHF | 99.75% | 99.75% |
06.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 95'638 CHF | 96'738 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 92'939 CHF | 94'139 CHF | 99.87% | 99.87% |
02.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 81'263 CHF | 82'363 CHF | 99.61% | 99.61% |