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 | 0.60% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'519 CHF | 125'269 CHF | 99.33% | 99.33% |
15.05.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'005 CHF | 117'755 CHF | 99.33% | 99.33% |
14.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'269 CHF | 112'019 CHF | 99.03% | 99.03% |
13.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'617 CHF | 100'367 CHF | 98.39% | 98.39% |
10.05.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'631 CHF | 112'381 CHF | 99.35% | 99.35% |
08.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'043 CHF | 116'793 CHF | 99.28% | 99.28% |
07.05.2024 | 0.68% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 74'996 | 75'000 | 110'734 CHF | 111'490 CHF | 99.33% | 99.33% |
06.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'825 CHF | 106'575 CHF | 99.35% | 99.35% |
03.05.2024 | 0.71% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'878 CHF | 105'628 CHF | 99.20% | 99.20% |
02.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 74'999 | 100'127 CHF | 100'877 CHF | 98.87% | 98.87% |