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% | 1.71 CHF | 1.72 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 135'933 CHF | 136'726 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 137'529 CHF | 138'323 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 80'000 | 80'000 | 79'513 | 79'513 | 136'790 CHF | 137'585 CHF | 98.93% | 98.93% |
13.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 137'800 CHF | 138'593 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80'000 | 80'000 | 79'458 | 79'458 | 139'203 CHF | 139'998 CHF | 99.24% | 99.24% |
08.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80'000 | 80'000 | 79'855 | 79'855 | 140'811 CHF | 141'609 CHF | 99.41% | 99.41% |
07.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 79'175 | 79'175 | 140'466 CHF | 141'259 CHF | 99.60% | 99.60% |
06.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 79'163 | 79'163 | 139'797 CHF | 140'589 CHF | 96.13% | 98.29% |
03.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 139'017 CHF | 139'815 CHF | 98.05% | 98.72% |
02.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 80'000 | 80'000 | 79'786 | 79'786 | 142'896 CHF | 143'694 CHF | 98.99% | 98.99% |