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 | 0.67% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'221 CHF | 111'971 CHF | 99.30% | 99.30% |
15.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 74'391 | 74'243 | 106'969 CHF | 107'501 CHF | 98.93% | 98.93% |
14.05.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 74'042 | 74'042 | 99'079 CHF | 99'829 CHF | 99.99% | 99.99% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'748 CHF | 103'498 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'910 CHF | 103'660 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'860 CHF | 97'610 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'225 CHF | 96'975 CHF | 97.16% | 97.16% |
06.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'309 CHF | 91'059 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'154 CHF | 83'904 CHF | 98.26% | 98.26% |
02.05.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'322 CHF | 81'072 CHF | 99.13% | 99.13% |