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 | 0.54% | 1.83 CHF | 1.84 CHF | 180'000 | 180'000 | 179'743 | 179'743 | 335'078 CHF | 336'878 CHF | 100.00% | 100.00% |
15.05.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 190'000 | 190'000 | 189'654 | 189'654 | 333'530 CHF | 335'430 CHF | 99.60% | 99.60% |
14.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 303'423 CHF | 305'323 CHF | 99.68% | 99.68% |
13.05.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 286'551 CHF | 288'351 CHF | 92.85% | 92.85% |
10.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 340'899 CHF | 342'799 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'040 CHF | 279'040 CHF | 99.29% | 99.29% |
07.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 284'657 CHF | 286'657 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 305'714 CHF | 307'814 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 276'371 CHF | 278'471 CHF | 98.20% | 98.20% |
02.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 282'514 CHF | 284'614 CHF | 100.00% | 100.00% |