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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 72'900 | 72'900 | 72'600 | 72'600 | 129'129 CHF | 129'855 CHF | 100.00% | 100.00% |
22.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 79'300 | 79'300 | 78'987 | 78'987 | 141'510 CHF | 142'299 CHF | 100.00% | 100.00% |
21.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 78'600 | 78'600 | 78'923 | 78'923 | 132'226 CHF | 133'016 CHF | 100.00% | 100.00% |
17.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 84'900 | 84'900 | 84'541 | 84'541 | 131'225 CHF | 132'070 CHF | 100.00% | 100.00% |
16.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 92'100 | 92'100 | 90'544 | 90'544 | 135'472 CHF | 136'378 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 88'700 | 88'700 | 88'321 | 88'321 | 130'510 CHF | 131'395 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 85'300 | 85'300 | 84'948 | 84'948 | 121'651 CHF | 122'500 CHF | 99.98% | 99.98% |
13.05.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 79'900 | 79'900 | 81'149 | 81'149 | 124'107 CHF | 124'919 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 81'700 | 81'700 | 82'017 | 82'017 | 130'944 CHF | 131'764 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 93'600 | 93'600 | 93'190 | 93'190 | 152'921 CHF | 153'853 CHF | 98.83% | 98.83% |