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 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'469 CHF | 106'219 CHF | 98.70% | 98.70% |
15.05.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 74'391 | 74'243 | 102'695 CHF | 103'240 CHF | 98.94% | 98.94% |
14.05.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 72'041 | 72'041 | 100'498 CHF | 101'248 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'824 CHF | 102'574 CHF | 99.19% | 99.19% |
10.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'374 CHF | 106'124 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'924 CHF | 110'674 CHF | 99.37% | 99.37% |
07.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'060 CHF | 111'810 CHF | 97.11% | 97.11% |
06.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'020 CHF | 111'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'305 CHF | 114'055 CHF | 98.64% | 98.64% |
02.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'878 CHF | 115'628 CHF | 99.13% | 99.13% |