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 | 0.77% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 74'937 | 74'937 | 97'220 CHF | 97'970 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 102'382 CHF | 103'132 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 104'999 CHF | 105'749 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'612 CHF | 103'362 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'030 CHF | 96'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 74'986 | 74'986 | 99'725 CHF | 100'475 CHF | 99.63% | 99.63% |
07.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 102'087 CHF | 102'837 CHF | 100.00% | 100.00% |
06.05.2024 | 0.78% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'048 CHF | 96'798 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'231 CHF | 99'981 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'149 CHF | 94'899 CHF | 100.00% | 100.00% |