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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 84'000 | 84'000 | 83'012 | 83'012 | 125'861 CHF | 126'695 CHF | 100.00% | 100.00% |
22.05.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 84'000 | 84'000 | 83'285 | 83'285 | 126'928 CHF | 127'761 CHF | 100.00% | 100.00% |
21.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 83'000 | 83'000 | 83'467 | 83'467 | 126'517 CHF | 127'353 CHF | 100.00% | 100.00% |
17.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 84'000 | 84'000 | 83'162 | 83'162 | 127'337 CHF | 128'169 CHF | 99.33% | 99.33% |
16.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 84'000 | 84'000 | 83'933 | 83'933 | 126'995 CHF | 127'835 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 84'000 | 84'000 | 83'864 | 83'864 | 126'816 CHF | 127'657 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 84'000 | 84'000 | 84'884 | 84'884 | 125'254 CHF | 126'103 CHF | 99.99% | 99.99% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 85'000 | 85'000 | 85'114 | 85'114 | 124'812 CHF | 125'663 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 85'000 | 85'000 | 84'688 | 84'688 | 126'399 CHF | 127'246 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 86'000 | 86'000 | 85'519 | 85'519 | 124'855 CHF | 125'710 CHF | 99.08% | 99.08% |