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 | 0.60% | 1.67 CHF | 1.68 CHF | 84'000 | 84'000 | 83'933 | 83'933 | 140'490 CHF | 141'330 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 84'000 | 84'000 | 83'869 | 83'869 | 140'298 CHF | 141'138 CHF | 99.98% | 99.98% |
14.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 84'000 | 84'000 | 84'884 | 84'884 | 138'889 CHF | 139'738 CHF | 99.99% | 99.99% |
13.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 85'000 | 85'000 | 85'115 | 85'115 | 138'384 CHF | 139'235 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 85'000 | 85'000 | 84'688 | 84'688 | 139'978 CHF | 140'825 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 86'000 | 86'000 | 85'520 | 85'520 | 138'468 CHF | 139'324 CHF | 99.08% | 99.08% |
07.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 85'000 | 85'000 | 85'479 | 85'479 | 138'441 CHF | 139'297 CHF | 100.00% | 100.00% |
06.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 88'000 | 88'000 | 89'072 | 89'072 | 132'377 CHF | 133'268 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 90'000 | 90'000 | 89'204 | 89'204 | 131'961 CHF | 132'853 CHF | 99.98% | 99.98% |
02.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 88'000 | 88'000 | 88'116 | 88'116 | 133'693 CHF | 134'574 CHF | 99.99% | 99.99% |