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 | 0.70% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 74'927 | 74'927 | 107'583 CHF | 108'333 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 102'638 CHF | 103'388 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 101'067 CHF | 101'817 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'401 CHF | 104'151 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'281 CHF | 111'031 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 107'000 CHF | 107'750 CHF | 99.51% | 99.51% |
07.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 74'932 | 74'932 | 104'214 CHF | 104'964 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'065 CHF | 110'815 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'378 CHF | 108'128 CHF | 100.00% | 100.00% |
02.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'775 CHF | 114'525 CHF | 99.99% | 99.99% |