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 | 0.58% | 1.78 CHF | 1.79 CHF | 75'000 | 75'000 | 74'933 | 74'933 | 129'669 CHF | 130'419 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 74'828 | 74'828 | 124'751 CHF | 125'501 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 123'236 CHF | 123'986 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'483 CHF | 126'233 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'439 CHF | 133'189 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 129'195 CHF | 129'945 CHF | 99.51% | 99.51% |
07.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 74'932 | 74'932 | 126'497 CHF | 127'247 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'118 CHF | 132'868 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'529 CHF | 130'279 CHF | 100.00% | 100.00% |
02.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'127 CHF | 136'877 CHF | 100.00% | 100.00% |