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 | 0.59% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'721 CHF | 128'471 CHF | 99.30% | 99.30% |
15.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 74'372 | 74'243 | 123'304 CHF | 123'834 CHF | 98.93% | 98.93% |
14.05.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 74'042 | 74'042 | 115'368 CHF | 116'118 CHF | 99.99% | 99.99% |
13.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'176 CHF | 119'926 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'410 CHF | 120'160 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'360 CHF | 114'110 CHF | 100.00% | 100.00% |
07.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'581 CHF | 113'331 CHF | 97.70% | 97.70% |
06.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'663 CHF | 107'413 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'597 CHF | 100'347 CHF | 98.35% | 98.35% |
02.05.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'822 CHF | 97'572 CHF | 99.13% | 99.13% |