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 | 0.61% | 1.66 CHF | 1.67 CHF | 46'000 | 46'000 | 45'961 | 45'961 | 75'156 CHF | 75'616 CHF | 100.00% | 100.00% |
15.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 46'000 | 46'000 | 45'897 | 45'897 | 73'031 CHF | 73'491 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 46'000 | 46'000 | 46'966 | 46'966 | 70'008 CHF | 70'477 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 71'527 CHF | 71'997 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 71'715 CHF | 72'185 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 67'941 CHF | 68'412 CHF | 99.08% | 99.08% |
07.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 47'000 | 47'000 | 47'060 | 47'060 | 67'572 CHF | 68'043 CHF | 99.94% | 99.94% |
06.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 65'185 CHF | 65'665 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 61'905 CHF | 62'395 CHF | 99.98% | 99.98% |
02.05.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 60'057 CHF | 60'547 CHF | 99.98% | 99.98% |