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 | 0.73% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 103'110 CHF | 103'860 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 74'854 | 74'854 | 108'357 CHF | 109'107 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 110'989 CHF | 111'739 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'523 CHF | 109'273 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'935 CHF | 102'685 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 105'722 CHF | 106'472 CHF | 99.63% | 99.63% |
07.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 108'028 CHF | 108'778 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'919 CHF | 102'669 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'136 CHF | 105'886 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'169 CHF | 100'919 CHF | 100.00% | 100.00% |