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 | 0.85% | 1.16 CHF | 1.17 CHF | 77'000 | 77'000 | 76'403 | 76'403 | 89'851 CHF | 90'616 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 74'552 | 74'552 | 99'758 CHF | 100'505 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 102'549 CHF | 103'291 CHF | 99.97% | 99.97% |
13.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 102'743 CHF | 103'488 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 104'524 CHF | 105'265 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 93'192 CHF | 93'955 CHF | 99.06% | 99.06% |
07.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 76'000 | 76'000 | 75'937 | 75'937 | 94'050 CHF | 94'810 CHF | 99.64% | 99.64% |
06.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 94'676 CHF | 95'438 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 91'738 CHF | 92'510 CHF | 99.98% | 99.98% |
02.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 92'520 CHF | 93'288 CHF | 100.00% | 100.00% |