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 | 0.58% | 1.69 CHF | 1.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'490 CHF | 34'690 CHF | 99.77% | 99.77% |
15.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'525 CHF | 33'725 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'712 CHF | 33'912 CHF | 100.00% | 100.00% |
13.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'848 CHF | 33'048 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'273 CHF | 33'473 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'219 CHF | 31'419 CHF | 100.00% | 100.00% |
07.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'730 CHF | 30'930 CHF | 99.75% | 99.75% |
06.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'511 CHF | 30'711 CHF | 99.53% | 99.53% |
03.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'308 CHF | 30'508 CHF | 99.71% | 99.71% |
02.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'203 CHF | 29'403 CHF | 100.00% | 100.00% |