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 | 0.66% | 1.52 CHF | 1.53 CHF | 76'000 | 76'000 | 75'932 | 75'932 | 114'834 CHF | 115'594 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 76'000 | 76'000 | 75'851 | 75'851 | 115'482 CHF | 116'242 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 76'000 | 76'000 | 75'986 | 75'986 | 114'372 CHF | 115'132 CHF | 100.00% | 100.00% |
13.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 113'623 CHF | 114'383 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 113'402 CHF | 114'162 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 76'000 | 76'000 | 76'828 | 76'828 | 112'220 CHF | 112'989 CHF | 99.14% | 99.14% |
07.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 80'000 | 80'000 | 79'828 | 79'828 | 115'650 CHF | 116'448 CHF | 99.85% | 99.85% |
06.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 115'834 CHF | 116'631 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 116'225 CHF | 117'025 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 115'006 CHF | 115'806 CHF | 99.97% | 99.97% |