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 | 1.68% | 1.74 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'019 CHF | 134'251 CHF | 100.00% | 100.00% |
16.05.2024 | 1.73% | 1.70 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'670 CHF | 130'920 CHF | 98.45% | 98.45% |
15.05.2024 | 1.72% | 1.76 CHF | 1.79 CHF | 75'000 | 75'000 | 74'288 | 74'238 | 130'064 CHF | 132'215 CHF | 98.95% | 98.95% |
14.05.2024 | 1.71% | 1.77 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'221 CHF | 132'471 CHF | 99.05% | 99.05% |
13.05.2024 | 1.73% | 1.72 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'609 CHF | 130'851 CHF | 99.47% | 99.47% |
10.05.2024 | 1.76% | 1.70 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'292 CHF | 126'502 CHF | 100.00% | 100.00% |
08.05.2024 | 1.84% | 1.57 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'068 CHF | 120'256 CHF | 98.58% | 98.58% |
07.05.2024 | 1.92% | 1.51 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'578 CHF | 113'745 CHF | 98.92% | 98.92% |
06.05.2024 | 1.96% | 1.42 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'590 CHF | 110'740 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 1.42 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'893 CHF | 111'065 CHF | 98.64% | 98.64% |