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 | 0.60% | 1.65 CHF | 1.66 CHF | 62'500 | 62'500 | 62'117 | 62'117 | 102'764 CHF | 103'386 CHF | 100.00% | 100.00% |
15.05.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 66'600 | 66'600 | 66'602 | 66'602 | 102'729 CHF | 103'397 CHF | 100.00% | 100.00% |
14.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 64'800 | 64'800 | 64'800 | 64'800 | 103'228 CHF | 103'876 CHF | 98.50% | 98.50% |
13.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 63'900 | 63'900 | 63'900 | 63'900 | 101'941 CHF | 102'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 68'400 | 68'400 | 68'539 | 68'539 | 106'252 CHF | 106'937 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 79'800 | 79'800 | 80'485 | 80'485 | 110'910 CHF | 111'715 CHF | 99.24% | 99.24% |
07.05.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 86'700 | 86'700 | 86'696 | 86'696 | 103'879 CHF | 104'746 CHF | 95.30% | 95.30% |
06.05.2024 | 0.78% | 1.18 CHF | 1.19 CHF | 84'200 | 84'200 | 83'406 | 83'406 | 107'184 CHF | 108'018 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 83'500 | 83'500 | 83'156 | 83'156 | 104'206 CHF | 105'037 CHF | 99.96% | 99.96% |
02.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 81'000 | 81'000 | 80'989 | 80'989 | 99'402 CHF | 100'212 CHF | 99.98% | 99.98% |