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 | 0.71% | 1.37 CHF | 1.38 CHF | 54'000 | 54'000 | 53'038 | 53'038 | 74'675 CHF | 75'206 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 53'000 | 53'000 | 53'259 | 53'259 | 74'416 CHF | 74'949 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 54'000 | 54'000 | 54'578 | 54'578 | 70'274 CHF | 70'820 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 70'859 CHF | 71'399 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 72'318 CHF | 72'859 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 55'000 | 55'000 | 54'579 | 54'579 | 70'046 CHF | 70'592 CHF | 99.15% | 99.15% |
07.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 55'000 | 55'000 | 55'032 | 55'032 | 66'832 CHF | 67'383 CHF | 99.85% | 99.85% |
06.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 65'172 CHF | 65'732 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 56'000 | 56'000 | 56'518 | 56'518 | 62'396 CHF | 62'961 CHF | 100.00% | 100.00% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 57'000 | 57'000 | 57'038 | 57'038 | 58'307 CHF | 58'878 CHF | 100.00% | 100.00% |