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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 58'000 | 58'000 | 57'869 | 57'869 | 89'435 CHF | 90'015 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 58'000 | 58'000 | 57'994 | 57'994 | 88'073 CHF | 88'653 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 92'271 CHF | 92'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 91'983 CHF | 92'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 88'578 CHF | 89'158 CHF | 99.09% | 99.09% |
07.05.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 58'000 | 58'000 | 58'696 | 58'696 | 85'343 CHF | 85'931 CHF | 99.94% | 99.94% |
06.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 84'324 CHF | 84'924 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'785 CHF | 82'385 CHF | 99.98% | 99.98% |
02.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 80'843 CHF | 81'443 CHF | 100.00% | 100.00% |
30.04.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 60'000 | 60'000 | 59'963 | 59'963 | 81'993 CHF | 82'593 CHF | 100.00% | 100.00% |