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 | 0.65% | 1.54 CHF | 1.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 45'789 CHF | 46'089 CHF | 99.76% | 99.76% |
15.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 30'000 | 30'000 | 30'000 | 29'984 | 45'341 CHF | 45'617 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'970 CHF | 44'270 CHF | 100.00% | 100.00% |
13.05.2024 | 0.67% | 1.42 CHF | 1.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 44'393 CHF | 44'693 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'619 CHF | 42'919 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 39'362 CHF | 39'662 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 41'314 CHF | 41'614 CHF | 99.76% | 99.76% |
06.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 38'955 CHF | 39'255 CHF | 99.52% | 99.52% |
03.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 38'412 CHF | 38'712 CHF | 99.70% | 99.70% |
02.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 35'089 CHF | 35'389 CHF | 100.00% | 100.00% |