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 | 0.87% | 1.13 CHF | 1.14 CHF | 70'000 | 70'000 | 69'919 | 69'919 | 80'149 CHF | 80'849 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 69'873 | 69'873 | 79'721 CHF | 80'421 CHF | 99.92% | 99.92% |
14.05.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 76'087 CHF | 76'787 CHF | 99.95% | 99.95% |
13.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 69'984 | 69'984 | 82'070 CHF | 82'770 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 82'459 CHF | 83'159 CHF | 100.00% | 100.00% |
08.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 70'000 | 70'000 | 69'983 | 69'983 | 75'962 CHF | 76'662 CHF | 99.08% | 99.08% |
07.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 70'000 | 70'000 | 69'911 | 69'911 | 66'897 CHF | 67'597 CHF | 99.89% | 99.89% |
06.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'119 CHF | 60'819 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 70'000 | 70'000 | 69'983 | 69'983 | 51'408 CHF | 52'108 CHF | 98.76% | 98.76% |
02.05.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'355 CHF | 61'055 CHF | 100.00% | 100.00% |