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 | 0.92% | 1.13 CHF | 1.14 CHF | 360'000 | 360'000 | 351'655 | 351'655 | 382'868 CHF | 386'387 CHF | 100.00% | 100.00% |
15.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 350'000 | 350'000 | 348'411 | 348'411 | 372'610 CHF | 376'102 CHF | 100.00% | 100.00% |
14.05.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 350'000 | 350'000 | 342'630 | 342'630 | 345'034 CHF | 348'461 CHF | 99.99% | 99.99% |
13.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 350'000 | 350'000 | 348'556 | 348'556 | 362'757 CHF | 366'243 CHF | 99.83% | 99.83% |
10.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 371'120 CHF | 374'605 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 402'362 CHF | 405'947 CHF | 98.93% | 98.93% |
07.05.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 360'000 | 360'000 | 358'252 | 358'252 | 408'652 CHF | 412'237 CHF | 99.89% | 99.89% |
06.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 416'955 CHF | 420'578 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 370'000 | 370'000 | 364'925 | 364'925 | 422'777 CHF | 426'426 CHF | 99.89% | 99.89% |
02.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 400'946 CHF | 404'531 CHF | 98.57% | 98.57% |