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 | 0.64% | 1.55 CHF | 1.56 CHF | 77'000 | 77'000 | 76'404 | 76'404 | 119'405 CHF | 120'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 74'565 | 74'565 | 128'528 CHF | 129'275 CHF | 100.00% | 100.00% |
14.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 131'201 CHF | 131'942 CHF | 99.99% | 99.99% |
13.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 131'357 CHF | 132'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 132'958 CHF | 133'699 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 122'520 CHF | 123'283 CHF | 99.06% | 99.06% |
07.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 76'000 | 76'000 | 75'932 | 75'932 | 123'304 CHF | 124'064 CHF | 99.66% | 99.66% |
06.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 124'043 CHF | 124'805 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 121'282 CHF | 122'053 CHF | 99.95% | 99.95% |
02.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 121'947 CHF | 122'714 CHF | 100.00% | 100.00% |