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 | 0.90% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'281 CHF | 122'376 CHF | 98.70% | 98.70% |
15.05.2024 | 0.87% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 74'491 | 74'491 | 119'276 CHF | 120'317 CHF | 98.94% | 98.94% |
14.05.2024 | 0.89% | 1.58 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'593 CHF | 117'641 CHF | 99.32% | 99.32% |
13.05.2024 | 0.80% | 1.51 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'732 CHF | 118'676 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 1.54 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'184 CHF | 114'198 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.42 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'081 CHF | 106'074 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'898 CHF | 110'946 CHF | 98.92% | 98.92% |
06.05.2024 | 0.93% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'028 CHF | 105'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'663 CHF | 137'702 CHF | 93.74% | 93.74% |
02.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'676 CHF | 126'676 CHF | 98.56% | 98.56% |