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 | 0.72% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'375 CHF | 104'125 CHF | 99.30% | 99.30% |
15.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 74'365 | 74'211 | 99'196 CHF | 99'737 CHF | 94.93% | 94.93% |
14.05.2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 74'046 | 74'046 | 91'360 CHF | 92'109 CHF | 99.98% | 99.98% |
13.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'881 CHF | 95'631 CHF | 99.76% | 99.76% |
10.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'124 CHF | 95'874 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'058 CHF | 89'808 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'265 CHF | 89'015 CHF | 98.67% | 98.67% |
06.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'365 CHF | 83'115 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'354 CHF | 76'104 CHF | 98.63% | 98.63% |
02.05.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'460 CHF | 73'210 CHF | 99.13% | 99.13% |