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 | 0.81% | 1.21 CHF | 1.22 CHF | 70'000 | 70'000 | 69'917 | 69'917 | 85'673 CHF | 86'373 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 70'000 | 70'000 | 69'871 | 69'871 | 85'412 CHF | 86'112 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 70'000 | 70'000 | 69'806 | 69'806 | 81'784 CHF | 82'483 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 87'733 CHF | 88'433 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 88'066 CHF | 88'766 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 69'984 | 69'984 | 81'899 CHF | 82'599 CHF | 99.09% | 99.09% |
07.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 69'916 | 69'916 | 73'275 CHF | 73'975 CHF | 99.89% | 99.89% |
06.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 76'470 CHF | 77'270 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 67'323 CHF | 68'123 CHF | 98.89% | 98.89% |
02.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 67'754 CHF | 68'454 CHF | 99.99% | 99.99% |