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% | 1.72 CHF | 1.73 CHF | 35'000 | 35'000 | 34'824 | 34'824 | 58'599 CHF | 58'947 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 35'000 | 35'000 | 38'788 | 38'788 | 64'703 CHF | 65'091 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 62'829 CHF | 63'229 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 62'518 CHF | 62'968 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 63'110 CHF | 63'560 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 62'939 CHF | 63'389 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 59'530 CHF | 59'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'427 CHF | 64'927 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 53'791 CHF | 54'241 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'234 CHF | 59'734 CHF | 100.00% | 100.00% |