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 | 0.65% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 64'921 | 64'921 | 100'319 CHF | 100'969 CHF | 100.00% | 100.00% |
15.05.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 65'000 | 65'000 | 61'827 | 61'827 | 97'609 CHF | 98'229 CHF | 100.00% | 100.00% |
14.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 98'778 CHF | 99'404 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 100'006 CHF | 100'656 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 99'184 CHF | 99'834 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 99'140 CHF | 99'790 CHF | 99.08% | 99.08% |
07.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 65'000 | 65'000 | 64'947 | 64'947 | 99'234 CHF | 99'884 CHF | 99.91% | 99.91% |
06.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 98'071 CHF | 98'721 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 97'402 CHF | 98'052 CHF | 99.99% | 99.99% |
02.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 95'715 CHF | 96'365 CHF | 99.99% | 99.99% |