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 | 0.61% | 1.68 CHF | 1.69 CHF | 180'000 | 180'000 | 83'505 | 83'505 | 141'725 CHF | 142'566 CHF | 99.22% | 99.22% |
15.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 190'000 | 190'000 | 84'808 | 84'808 | 141'505 CHF | 142'357 CHF | 97.64% | 97.64% |
14.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 180'000 | 180'000 | 84'369 | 84'369 | 140'478 CHF | 141'326 CHF | 97.72% | 97.72% |
13.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 180'000 | 180'000 | 83'378 | 83'378 | 146'017 CHF | 146'854 CHF | 99.20% | 99.20% |
10.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 180'000 | 180'000 | 83'775 | 83'775 | 154'090 CHF | 154'931 CHF | 99.03% | 99.03% |
08.05.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 180'000 | 180'000 | 83'045 | 83'045 | 148'062 CHF | 148'896 CHF | 98.30% | 98.30% |
07.05.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 180'000 | 180'000 | 83'360 | 83'360 | 150'561 CHF | 151'398 CHF | 98.75% | 98.75% |
06.05.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 180'000 | 180'000 | 84'119 | 84'119 | 143'091 CHF | 143'935 CHF | 99.28% | 99.28% |
03.05.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 190'000 | 190'000 | 84'401 | 84'401 | 142'221 CHF | 143'068 CHF | 98.21% | 98.21% |
02.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 190'000 | 190'000 | 84'738 | 84'738 | 128'584 CHF | 129'433 CHF | 97.25% | 97.25% |