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 | 0.70% | 1.46 CHF | 1.47 CHF | 15'000 | 15'000 | 14'912 | 14'912 | 21'462 CHF | 21'613 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'695 CHF | 22'857 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 1.51 CHF | 1.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'125 CHF | 23'292 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 1.55 CHF | 1.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'216 CHF | 23'386 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.56 CHF | 1.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'004 CHF | 23'175 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.57 CHF | 1.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'733 CHF | 23'904 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 1.62 CHF | 1.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'828 CHF | 25'004 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 1.66 CHF | 1.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'025 CHF | 25'215 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.71 CHF | 1.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'345 CHF | 26'556 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 1.81 CHF | 1.83 CHF | 15'000 | 15'000 | 11'748 | 11'748 | 21'456 CHF | 21'610 CHF | 100.00% | 100.00% |