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 | 0.69% | 1.40 CHF | 1.41 CHF | 160'000 | 160'000 | 159'765 | 159'765 | 230'437 CHF | 232'037 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.44 CHF | 1.45 CHF | 170'000 | 170'000 | 169'688 | 169'688 | 226'652 CHF | 228'352 CHF | 99.60% | 99.60% |
14.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 209'301 CHF | 211'101 CHF | 99.69% | 99.69% |
13.05.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 196'628 CHF | 198'328 CHF | 99.44% | 99.44% |
10.05.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 246'061 CHF | 247'861 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 178'080 CHF | 179'980 CHF | 99.29% | 99.29% |
07.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 176'510 CHF | 178'310 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'673 CHF | 205'673 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'325 CHF | 177'325 CHF | 98.18% | 98.18% |
02.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'210 CHF | 182'210 CHF | 99.99% | 99.99% |