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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 65'000 | 65'000 | 61'826 | 61'826 | 73'258 CHF | 73'877 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 74'258 CHF | 74'884 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 74'506 CHF | 75'156 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 73'644 CHF | 74'294 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 73'671 CHF | 74'321 CHF | 99.09% | 99.09% |
07.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 65'000 | 65'000 | 64'947 | 64'947 | 73'912 CHF | 74'562 CHF | 99.91% | 99.91% |
06.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 72'771 CHF | 73'421 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 72'109 CHF | 72'759 CHF | 99.98% | 99.98% |
02.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 70'363 CHF | 71'013 CHF | 99.99% | 99.99% |
30.04.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 70'000 | 70'000 | 69'964 | 69'964 | 62'930 CHF | 63'630 CHF | 100.00% | 100.00% |