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 | 0.84% | 1.20 CHF | 1.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 70'970 CHF | 71'570 CHF | 99.33% | 99.33% |
16.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 64'921 | 64'921 | 73'351 CHF | 74'001 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 61'828 | 61'828 | 71'841 CHF | 72'460 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 72'868 CHF | 73'494 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 73'078 CHF | 73'728 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 72'153 CHF | 72'803 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 72'245 CHF | 72'895 CHF | 99.09% | 99.09% |
07.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 64'954 | 64'954 | 72'431 CHF | 73'081 CHF | 99.91% | 99.91% |
06.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 71'271 CHF | 71'921 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 70'651 CHF | 71'301 CHF | 100.00% | 100.00% |