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 | 0.83% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 137'317 | 137'317 | 170'093 CHF | 171'473 CHF | 100.00% | 100.00% |
22.05.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 138'208 | 138'208 | 168'470 CHF | 169'855 CHF | 100.00% | 100.00% |
21.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 260'000 | 260'000 | 143'193 | 143'193 | 169'460 CHF | 170'896 CHF | 100.00% | 100.00% |
17.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 260'000 | 260'000 | 143'632 | 143'632 | 162'480 CHF | 163'919 CHF | 99.33% | 99.33% |
16.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 260'000 | 260'000 | 143'107 | 143'107 | 164'180 CHF | 165'615 CHF | 100.00% | 100.00% |
15.05.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 260'000 | 260'000 | 146'266 | 146'266 | 159'840 CHF | 161'308 CHF | 100.00% | 100.00% |
14.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 270'000 | 270'000 | 148'842 | 148'842 | 157'432 CHF | 158'924 CHF | 99.98% | 99.98% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 270'000 | 270'000 | 145'521 | 145'521 | 157'002 CHF | 158'460 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 270'000 | 270'000 | 148'880 | 148'880 | 157'929 CHF | 159'420 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 270'000 | 270'000 | 147'743 | 147'743 | 152'305 CHF | 153'786 CHF | 99.14% | 99.14% |