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 | 0.56% | 1.77 CHF | 1.78 CHF | 60'000 | 60'000 | 59'314 | 59'314 | 108'326 CHF | 108'921 CHF | 100.00% | 100.00% |
15.05.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 60'000 | 60'000 | 59'288 | 59'288 | 99'450 CHF | 100'044 CHF | 99.98% | 99.98% |
14.05.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 60'000 | 60'000 | 59'360 | 59'360 | 104'900 CHF | 105'495 CHF | 99.99% | 99.99% |
13.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 60'000 | 60'000 | 59'391 | 59'391 | 107'073 CHF | 107'668 CHF | 99.09% | 99.92% |
10.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 60'000 | 60'000 | 59'397 | 59'397 | 106'780 CHF | 107'375 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 49'742 | 49'742 | 84'517 CHF | 85'016 CHF | 99.09% | 99.09% |
07.05.2024 | 0.64% | 1.68 CHF | 1.69 CHF | 60'000 | 60'000 | 59'312 | 59'312 | 95'198 CHF | 95'793 CHF | 99.94% | 99.94% |
06.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 70'000 | 70'000 | 69'296 | 69'296 | 103'015 CHF | 103'709 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.32 CHF | 1.33 CHF | 60'000 | 60'000 | 59'291 | 59'291 | 83'714 CHF | 84'308 CHF | 99.99% | 99.99% |
02.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 60'000 | 60'000 | 59'396 | 59'396 | 89'075 CHF | 89'670 CHF | 100.00% | 100.00% |