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% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 127'658 CHF | 128'408 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 74'851 | 74'851 | 132'868 CHF | 133'618 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 135'606 CHF | 136'356 CHF | 100.00% | 100.00% |
13.05.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'179 CHF | 133'929 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'512 CHF | 127'262 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 74'986 | 74'986 | 130'416 CHF | 131'166 CHF | 99.63% | 99.63% |
07.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 132'655 CHF | 133'405 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'517 CHF | 127'267 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'714 CHF | 130'464 CHF | 100.00% | 100.00% |
02.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'938 CHF | 125'688 CHF | 100.00% | 100.00% |