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 | 1.07% | 0.95 CHF | 0.96 CHF | 160'000 | 160'000 | 158'089 | 158'089 | 150'074 CHF | 151'659 CHF | 96.32% | 96.32% |
15.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 158'129 | 158'129 | 160'224 CHF | 161'809 CHF | 96.92% | 96.92% |
14.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 158'426 | 158'426 | 152'787 CHF | 154'373 CHF | 97.68% | 97.68% |
13.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 160'000 | 160'000 | 158'348 | 158'348 | 150'853 CHF | 152'438 CHF | 97.44% | 97.44% |
10.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 160'000 | 160'000 | 158'390 | 158'390 | 151'858 CHF | 153'444 CHF | 99.83% | 99.83% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 160'000 | 160'000 | 158'293 | 158'293 | 155'329 CHF | 156'914 CHF | 96.83% | 96.83% |
07.05.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 160'000 | 160'000 | 158'044 | 158'044 | 153'436 CHF | 155'022 CHF | 96.08% | 96.08% |
06.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 160'000 | 160'000 | 165'794 | 165'794 | 141'734 CHF | 143'394 CHF | 97.25% | 97.25% |
03.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 168'196 | 168'196 | 133'613 CHF | 135'297 CHF | 94.79% | 94.79% |
02.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 168'287 | 168'287 | 128'610 CHF | 130'294 CHF | 99.75% | 99.75% |