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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 95'000 | 95'000 | 94'480 | 94'480 | 56'306 CHF | 57'256 CHF | 99.16% | 99.16% |
22.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 58'070 CHF | 59'020 CHF | 99.08% | 99.08% |
21.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 95'000 | 95'000 | 94'905 | 94'905 | 60'837 CHF | 61'787 CHF | 99.94% | 99.94% |
17.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 60'618 CHF | 61'568 CHF | 98.67% | 98.67% |
16.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 95'000 | 95'000 | 94'916 | 94'916 | 58'248 CHF | 59'198 CHF | 99.14% | 99.14% |
15.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 95'000 | 95'000 | 94'812 | 94'812 | 58'914 CHF | 59'864 CHF | 99.64% | 99.64% |
14.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 95'000 | 95'000 | 94'983 | 94'983 | 57'733 CHF | 58'683 CHF | 99.60% | 99.60% |
13.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 57'046 CHF | 57'996 CHF | 99.50% | 99.50% |
10.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 56'869 CHF | 57'819 CHF | 98.83% | 98.83% |
08.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 95'000 | 95'000 | 96'061 | 96'061 | 55'274 CHF | 56'234 CHF | 96.70% | 96.70% |