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 | 0.59% | 1.68 CHF | 1.69 CHF | 43'000 | 43'000 | 42'932 | 42'932 | 72'090 CHF | 72'520 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 43'000 | 43'000 | 42'873 | 42'873 | 72'877 CHF | 73'307 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 43'000 | 43'000 | 42'992 | 42'992 | 71'324 CHF | 71'754 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 72'110 CHF | 72'540 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 70'701 CHF | 71'131 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 44'000 | 44'000 | 43'992 | 43'992 | 65'124 CHF | 65'564 CHF | 99.08% | 99.08% |
07.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 44'000 | 44'000 | 44'225 | 44'225 | 63'965 CHF | 64'407 CHF | 99.88% | 99.88% |
06.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 45'000 | 45'000 | 45'098 | 45'098 | 59'913 CHF | 60'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 45'000 | 45'000 | 45'123 | 45'123 | 59'390 CHF | 59'842 CHF | 99.96% | 99.96% |
02.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 58'203 CHF | 58'659 CHF | 100.00% | 100.00% |