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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 230'000 | 230'000 | 104'070 | 104'070 | 157'558 CHF | 158'600 CHF | 100.00% | 100.00% |
21.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 240'000 | 240'000 | 106'176 | 106'176 | 159'814 CHF | 160'878 CHF | 99.41% | 99.41% |
17.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 230'000 | 230'000 | 103'523 | 103'523 | 159'329 CHF | 160'366 CHF | 99.33% | 99.33% |
16.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 230'000 | 230'000 | 102'960 | 102'960 | 163'660 CHF | 164'694 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 230'000 | 230'000 | 103'070 | 103'070 | 159'390 CHF | 160'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 230'000 | 230'000 | 107'084 | 107'084 | 159'918 CHF | 160'991 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 240'000 | 240'000 | 104'884 | 104'884 | 161'235 CHF | 162'286 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 230'000 | 230'000 | 103'172 | 103'172 | 162'976 CHF | 164'010 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 230'000 | 230'000 | 103'361 | 103'361 | 158'574 CHF | 159'609 CHF | 99.13% | 99.13% |
07.05.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 240'000 | 240'000 | 107'277 | 107'277 | 158'809 CHF | 159'885 CHF | 99.85% | 99.85% |