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 | 0.62% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'875 CHF | 120'625 CHF | 99.30% | 99.30% |
15.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 74'391 | 74'243 | 115'530 CHF | 116'047 CHF | 98.93% | 98.93% |
14.05.2024 | 0.70% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 74'051 | 74'051 | 107'656 CHF | 108'406 CHF | 99.97% | 99.97% |
13.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'381 CHF | 112'131 CHF | 99.76% | 99.76% |
10.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'529 CHF | 112'279 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'485 CHF | 106'235 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'765 CHF | 105'515 CHF | 98.67% | 98.67% |
06.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'865 CHF | 99'615 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'801 CHF | 92'551 CHF | 98.58% | 98.58% |
02.05.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'875 CHF | 89'625 CHF | 98.72% | 98.72% |