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 | 1.09% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 149'906 | 149'906 | 137'195 CHF | 138'694 CHF | 100.00% | 100.00% |
16.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 154'000 | 154'000 | 153'885 | 153'885 | 149'077 CHF | 150'617 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 155'000 | 155'000 | 155'351 | 155'351 | 153'470 CHF | 155'027 CHF | 100.00% | 100.00% |
14.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 155'000 | 155'000 | 154'582 | 154'582 | 150'666 CHF | 152'212 CHF | 99.97% | 99.97% |
13.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 156'000 | 156'000 | 156'120 | 156'120 | 155'005 CHF | 156'566 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 153'000 | 153'000 | 151'925 | 151'925 | 152'961 CHF | 154'480 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 153'000 | 153'000 | 152'958 | 152'958 | 155'928 CHF | 157'457 CHF | 99.25% | 99.25% |
07.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 153'000 | 153'000 | 153'495 | 153'495 | 157'923 CHF | 159'459 CHF | 97.36% | 97.36% |
06.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 153'000 | 153'000 | 152'864 | 152'864 | 156'000 CHF | 157'529 CHF | 98.55% | 98.55% |
03.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 153'000 | 153'000 | 151'105 | 151'105 | 150'723 CHF | 152'234 CHF | 99.99% | 99.99% |