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 | 0.86% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 52'173 | 36'520 | 60'449 CHF | 42'676 CHF | 99.68% | 99.68% |
15.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 52'183 | 36'550 | 59'023 CHF | 41'659 CHF | 99.18% | 99.18% |
14.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 52'182 | 36'546 | 56'953 CHF | 40'273 CHF | 98.92% | 98.92% |
13.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 52'165 | 36'496 | 55'449 CHF | 39'290 CHF | 99.58% | 99.58% |
10.05.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 60'000 | 60'000 | 52'131 | 36'394 | 59'420 CHF | 41'687 CHF | 98.61% | 98.61% |
08.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 52'097 | 36'292 | 54'308 CHF | 38'245 CHF | 98.52% | 98.52% |
07.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 52'157 | 36'471 | 53'217 CHF | 37'635 CHF | 97.44% | 97.44% |
06.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 52'160 | 36'481 | 54'040 CHF | 38'172 CHF | 98.42% | 98.42% |
03.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 52'130 | 36'390 | 52'318 CHF | 36'789 CHF | 98.94% | 98.94% |
02.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 59'623 | 36'755 | 58'615 CHF | 36'567 CHF | 95.02% | 95.02% |