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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 153'600 | 153'600 | 153'544 | 153'544 | 195'599 CHF | 197'135 CHF | 99.63% | 99.63% |
22.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 148'600 | 148'600 | 148'600 | 148'600 | 186'522 CHF | 188'008 CHF | 100.00% | 100.00% |
21.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 143'300 | 143'300 | 143'271 | 143'271 | 190'729 CHF | 192'162 CHF | 98.75% | 98.75% |
17.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 147'500 | 147'500 | 147'500 | 147'500 | 198'613 CHF | 200'088 CHF | 99.35% | 99.35% |
16.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 161'200 | 161'200 | 161'013 | 161'013 | 213'233 CHF | 214'845 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 172'600 | 172'600 | 172'148 | 172'148 | 196'287 CHF | 198'013 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 165'200 | 165'200 | 169'262 | 169'262 | 180'808 CHF | 182'500 CHF | 99.71% | 99.71% |
13.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 170'900 | 170'900 | 170'900 | 170'900 | 194'558 CHF | 196'267 CHF | 99.47% | 99.47% |
10.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 177'200 | 177'200 | 177'200 | 177'200 | 199'411 CHF | 201'183 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 185'000 | 185'000 | 185'000 | 185'000 | 194'639 CHF | 196'489 CHF | 98.62% | 98.62% |