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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 149'906 | 149'906 | 156'041 CHF | 157'540 CHF | 100.00% | 100.00% |
16.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 154'000 | 154'000 | 153'886 | 153'886 | 168'618 CHF | 170'158 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 155'000 | 155'000 | 155'353 | 155'353 | 173'207 CHF | 174'765 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 155'000 | 155'000 | 154'580 | 154'580 | 170'069 CHF | 171'615 CHF | 99.98% | 99.98% |
13.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 174'601 CHF | 176'162 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 153'000 | 153'000 | 151'924 | 151'924 | 171'977 CHF | 173'496 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 174'696 CHF | 176'226 CHF | 99.25% | 99.25% |
07.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 153'000 | 153'000 | 153'493 | 153'493 | 176'981 CHF | 178'517 CHF | 97.36% | 97.36% |
06.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 153'000 | 153'000 | 152'864 | 152'864 | 175'103 CHF | 176'631 CHF | 98.55% | 98.55% |
03.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 153'000 | 153'000 | 151'105 | 151'105 | 169'708 CHF | 171'219 CHF | 99.99% | 99.99% |