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 | 0.84% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'891 | 35'891 | 43'522 CHF | 43'882 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'678 | 35'678 | 44'417 CHF | 44'778 CHF | 99.56% | 99.56% |
14.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 65'000 | 65'000 | 35'933 | 35'933 | 46'263 CHF | 46'623 CHF | 99.99% | 99.99% |
13.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 47'063 CHF | 47'423 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 35'543 | 35'543 | 44'304 CHF | 44'660 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 65'000 | 65'000 | 35'666 | 35'666 | 47'817 CHF | 48'174 CHF | 97.89% | 97.89% |
07.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 65'000 | 65'000 | 36'048 | 36'048 | 48'998 CHF | 49'359 CHF | 98.43% | 98.43% |
06.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 65'000 | 65'000 | 35'952 | 35'952 | 48'170 CHF | 48'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 65'000 | 65'000 | 35'646 | 35'646 | 49'096 CHF | 49'453 CHF | 99.96% | 99.96% |
02.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 65'000 | 65'000 | 24'159 | 24'159 | 34'019 CHF | 34'261 CHF | 100.00% | 100.00% |