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 | 0.93% | 1.05 CHF | 1.06 CHF | 70'500 | 70'500 | 70'450 | 70'450 | 75'167 CHF | 75'872 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 73'900 | 73'900 | 74'000 | 74'000 | 82'344 CHF | 83'086 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 69'700 | 69'700 | 69'492 | 69'492 | 75'163 CHF | 75'858 CHF | 99.99% | 99.99% |
13.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 67'200 | 67'200 | 67'230 | 67'230 | 75'606 CHF | 76'279 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 66'500 | 66'500 | 65'973 | 65'973 | 76'107 CHF | 76'766 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 64'300 | 64'300 | 64'283 | 64'283 | 75'904 CHF | 76'546 CHF | 99.24% | 99.24% |
07.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 65'400 | 65'400 | 65'636 | 65'636 | 79'190 CHF | 79'846 CHF | 95.29% | 95.29% |
06.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 66'200 | 66'200 | 66'152 | 66'152 | 78'464 CHF | 79'126 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 62'200 | 62'200 | 61'442 | 61'442 | 69'054 CHF | 69'669 CHF | 99.94% | 99.94% |
02.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 62'800 | 62'800 | 62'748 | 62'748 | 78'322 CHF | 78'949 CHF | 99.98% | 99.98% |