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 | 0.71% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 59'561 | 59'561 | 83'915 CHF | 84'511 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 87'350 CHF | 87'950 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 88'600 CHF | 89'200 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 85'967 CHF | 86'567 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 87'840 CHF | 88'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 87'101 CHF | 87'701 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'102 CHF | 78'602 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'694 CHF | 80'194 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'110 CHF | 80'610 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'299 CHF | 82'799 CHF | 100.00% | 100.00% |