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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 20'000 | 20'000 | 20'000 | 19'998 | 35'064 CHF | 35'260 CHF | 100.00% | 100.00% |
16.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'995 CHF | 35'195 CHF | 99.82% | 99.82% |
15.05.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'417 CHF | 33'617 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'062 CHF | 34'262 CHF | 99.80% | 99.80% |
13.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'578 CHF | 34'778 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.83 CHF | 1.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'652 CHF | 34'852 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 20'000 | 20'000 | 19'996 | 20'000 | 31'981 CHF | 32'188 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 1.35 CHF | 1.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'127 CHF | 29'327 CHF | 99.83% | 99.83% |
06.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'519 CHF | 29'719 CHF | 99.77% | 99.77% |
03.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'639 CHF | 29'839 CHF | 99.38% | 99.38% |