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 | 0.72% | 1.36 CHF | 1.37 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 62'179 CHF | 62'629 CHF | 99.55% | 99.55% |
15.05.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 72'561 CHF | 73'011 CHF | 99.47% | 99.52% |
14.05.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 68'472 CHF | 68'922 CHF | 99.50% | 99.50% |
13.05.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'293 CHF | 66'793 CHF | 99.47% | 99.52% |
10.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 61'071 CHF | 61'521 CHF | 99.57% | 99.57% |
08.05.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 65'588 CHF | 66'038 CHF | 99.53% | 99.53% |
07.05.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'707 CHF | 78'207 CHF | 99.54% | 99.54% |
06.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'433 CHF | 73'933 CHF | 99.57% | 99.57% |
03.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'409 CHF | 66'909 CHF | 99.51% | 99.51% |
02.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'003 CHF | 64'503 CHF | 99.45% | 99.45% |