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 | 0.72% | 1.39 CHF | 1.40 CHF | 65'000 | 65'000 | 64'920 | 64'920 | 89'636 CHF | 90'286 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 65'000 | 65'000 | 61'827 | 61'827 | 87'510 CHF | 88'130 CHF | 99.99% | 99.99% |
14.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 88'665 CHF | 89'291 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 89'451 CHF | 90'101 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 88'577 CHF | 89'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 65'000 | 65'000 | 64'988 | 64'988 | 88'599 CHF | 89'249 CHF | 99.08% | 99.08% |
07.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 65'000 | 65'000 | 64'947 | 64'947 | 88'668 CHF | 89'318 CHF | 99.91% | 99.91% |
06.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 87'485 CHF | 88'135 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 86'869 CHF | 87'519 CHF | 99.99% | 99.99% |
02.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 85'195 CHF | 85'845 CHF | 100.00% | 100.00% |