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 | 0.81% | 1.29 CHF | 1.30 CHF | 315'000 | 315'000 | 174'989 | 174'989 | 221'739 CHF | 223'495 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 320'000 | 320'000 | 176'032 | 176'032 | 216'743 CHF | 218'510 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 320'000 | 320'000 | 178'445 | 178'445 | 214'760 CHF | 216'549 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 330'000 | 330'000 | 177'931 | 177'931 | 202'478 CHF | 204'261 CHF | 99.98% | 99.98% |
10.05.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 325'000 | 325'000 | 178'476 | 178'476 | 213'818 CHF | 215'606 CHF | 99.99% | 99.99% |
08.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 320'000 | 320'000 | 175'198 | 175'198 | 214'773 CHF | 216'529 CHF | 99.12% | 99.12% |
07.05.2024 | 0.85% | 1.24 CHF | 1.25 CHF | 320'000 | 320'000 | 178'053 | 178'053 | 214'611 CHF | 216'396 CHF | 99.85% | 99.85% |
06.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 325'000 | 325'000 | 180'213 | 180'213 | 210'593 CHF | 212'398 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 330'000 | 330'000 | 180'825 | 180'825 | 209'578 CHF | 211'390 CHF | 100.00% | 100.00% |
02.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 330'000 | 330'000 | 179'223 | 179'223 | 205'206 CHF | 207'001 CHF | 100.00% | 100.00% |