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 | 0.57% | 1.85 CHF | 1.86 CHF | 102'000 | 102'000 | 43'944 | 43'944 | 78'597 CHF | 79'038 CHF | 100.00% | 100.00% |
15.05.2024 | 0.61% | 1.76 CHF | 1.77 CHF | 104'000 | 104'000 | 44'385 | 44'385 | 74'733 CHF | 75'179 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 108'000 | 108'000 | 45'821 | 45'821 | 70'633 CHF | 71'092 CHF | 99.88% | 99.88% |
13.05.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 108'000 | 108'000 | 45'477 | 45'477 | 69'206 CHF | 69'661 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 46'813 | 46'813 | 65'896 CHF | 66'365 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 110'000 | 110'000 | 45'797 | 45'797 | 63'904 CHF | 64'363 CHF | 99.06% | 99.06% |
07.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 110'000 | 110'000 | 46'516 | 46'516 | 67'297 CHF | 67'763 CHF | 99.67% | 99.67% |
06.05.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 63'981 CHF | 64'448 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 116'000 | 116'000 | 49'315 | 49'315 | 56'187 CHF | 56'681 CHF | 99.84% | 99.84% |
02.05.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 118'000 | 118'000 | 49'717 | 49'717 | 51'076 CHF | 51'574 CHF | 99.99% | 99.99% |