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 | 0.56% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 132'667 CHF | 133'417 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 74'851 | 74'851 | 137'956 CHF | 138'706 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 140'777 CHF | 141'527 CHF | 100.00% | 100.00% |
13.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'257 CHF | 139'007 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'605 CHF | 132'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 135'502 CHF | 136'252 CHF | 99.63% | 99.63% |
07.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 137'757 CHF | 138'507 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'644 CHF | 132'394 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'812 CHF | 135'562 CHF | 100.00% | 100.00% |
02.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'077 CHF | 130'827 CHF | 100.00% | 100.00% |