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 | 0.70% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'341 CHF | 107'091 CHF | 100.00% | 100.00% |
16.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 96'171 CHF | 96'921 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 74'848 | 74'848 | 102'725 CHF | 103'475 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 74'993 | 74'993 | 95'918 CHF | 96'668 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'678 CHF | 100'427 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'999 CHF | 96'749 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 117'444 CHF | 118'194 CHF | 99.51% | 99.51% |
07.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 119'630 CHF | 120'380 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 74'850 | 99'521 CHF | 100'078 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'828 CHF | 95'578 CHF | 99.97% | 99.97% |