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 | 0.53% | 1.88 CHF | 1.89 CHF | 90'000 | 90'000 | 89'933 | 89'933 | 170'483 CHF | 171'383 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 90'000 | 90'000 | 89'792 | 89'792 | 171'634 CHF | 172'534 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 90'000 | 90'000 | 90'053 | 90'053 | 164'689 CHF | 165'590 CHF | 99.98% | 99.98% |
13.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 165'278 CHF | 166'178 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 164'418 CHF | 165'368 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 160'891 CHF | 161'841 CHF | 99.09% | 99.09% |
07.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 95'000 | 95'000 | 91'913 | 91'913 | 168'107 CHF | 169'027 CHF | 99.94% | 99.94% |
06.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'226 CHF | 137'226 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 130'051 CHF | 131'051 CHF | 99.96% | 99.96% |
02.05.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 132'523 CHF | 133'566 CHF | 99.99% | 99.99% |