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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 69'066 | 69'066 | 54'971 CHF | 55'663 CHF | 99.90% | 99.90% |
16.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 71'556 | 71'556 | 58'058 CHF | 58'776 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 71'140 | 71'140 | 58'848 CHF | 59'566 CHF | 99.56% | 99.56% |
14.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 71'646 | 71'646 | 60'910 CHF | 61'628 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 71'661 | 71'661 | 61'650 CHF | 62'368 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 70'852 | 70'852 | 58'764 CHF | 59'474 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 71'096 | 71'096 | 62'332 CHF | 63'045 CHF | 97.89% | 97.89% |
07.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 130'000 | 130'000 | 71'884 | 71'884 | 63'652 CHF | 64'372 CHF | 98.42% | 98.42% |
06.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 130'000 | 130'000 | 71'661 | 71'661 | 62'821 CHF | 63'539 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 130'000 | 130'000 | 71'053 | 71'053 | 63'500 CHF | 64'212 CHF | 99.98% | 99.98% |