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 | 0.59% | 1.70 CHF | 1.71 CHF | 76'000 | 76'000 | 75'933 | 75'933 | 128'440 CHF | 129'200 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 76'000 | 76'000 | 75'850 | 75'850 | 129'004 CHF | 129'764 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 76'000 | 76'000 | 75'986 | 75'986 | 127'812 CHF | 128'572 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 126'910 CHF | 127'670 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 126'664 CHF | 127'424 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 76'000 | 76'000 | 76'828 | 76'828 | 125'819 CHF | 126'587 CHF | 99.14% | 99.14% |
07.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 80'000 | 80'000 | 79'828 | 79'828 | 129'621 CHF | 130'420 CHF | 99.85% | 99.85% |
06.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 130'027 CHF | 130'824 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 130'155 CHF | 130'955 CHF | 100.00% | 100.00% |
02.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 129'095 CHF | 129'895 CHF | 100.00% | 100.00% |