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 | 0.52% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 29'736 | 29'736 | 56'578 CHF | 56'876 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 54'553 CHF | 54'853 CHF | 100.00% | 100.00% |
14.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 53'413 CHF | 53'713 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 56'260 CHF | 56'560 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 54'826 CHF | 55'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'628 CHF | 55'928 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.81 CHF | 1.82 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 58'894 CHF | 59'244 CHF | 100.00% | 100.00% |
06.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 57'224 CHF | 57'574 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 56'973 CHF | 57'323 CHF | 100.00% | 100.00% |
02.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 54'844 CHF | 55'194 CHF | 100.00% | 100.00% |