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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 173'739 CHF | 174'639 CHF | 100.00% | 100.00% |
21.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 90'000 | 90'000 | 89'968 | 89'968 | 169'355 CHF | 170'255 CHF | 99.01% | 99.01% |
17.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 170'341 CHF | 171'241 CHF | 99.33% | 99.33% |
16.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 90'000 | 90'000 | 89'933 | 89'933 | 170'483 CHF | 171'383 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 90'000 | 90'000 | 89'792 | 89'792 | 171'634 CHF | 172'534 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 90'000 | 90'000 | 90'053 | 90'053 | 164'689 CHF | 165'590 CHF | 99.98% | 99.98% |
13.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 165'278 CHF | 166'178 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 164'418 CHF | 165'368 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 160'891 CHF | 161'841 CHF | 99.09% | 99.09% |
07.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 95'000 | 95'000 | 91'913 | 91'913 | 168'107 CHF | 169'027 CHF | 99.94% | 99.94% |