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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 178'857 CHF | 180'002 CHF | 99.33% | 99.33% |
16.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 115'000 | 115'000 | 114'388 | 114'388 | 176'697 CHF | 177'842 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 115'000 | 115'000 | 114'308 | 114'308 | 168'174 CHF | 169'320 CHF | 99.99% | 99.99% |
14.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 172'413 CHF | 173'558 CHF | 99.99% | 99.99% |
13.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 174'536 CHF | 175'681 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 174'897 CHF | 176'042 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 110'000 | 110'000 | 109'888 | 109'888 | 160'795 CHF | 161'894 CHF | 99.08% | 99.08% |
07.05.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 110'000 | 110'000 | 114'119 | 114'119 | 161'174 CHF | 162'316 CHF | 99.94% | 99.94% |
06.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 154'409 CHF | 155'554 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 148'981 CHF | 150'127 CHF | 99.99% | 99.99% |