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 | 0.95% | 1.02 CHF | 1.03 CHF | 465'000 | 465'000 | 234'979 | 234'979 | 251'409 CHF | 253'764 CHF | 100.00% | 100.00% |
16.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 470'000 | 470'000 | 236'955 | 236'955 | 255'544 CHF | 257'923 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 1.08 CHF | 1.09 CHF | 475'000 | 475'000 | 232'676 | 232'676 | 240'519 CHF | 242'860 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 0.99 CHF | 1.00 CHF | 460'000 | 460'000 | 236'540 | 236'540 | 256'160 CHF | 258'531 CHF | 99.99% | 99.99% |
13.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 475'000 | 475'000 | 241'317 | 241'317 | 274'243 CHF | 276'661 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.18 CHF | 1.19 CHF | 490'000 | 490'000 | 235'804 | 235'804 | 264'695 CHF | 267'058 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 475'000 | 475'000 | 233'773 | 233'773 | 252'205 CHF | 254'548 CHF | 95.77% | 95.77% |
07.05.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 460'000 | 460'000 | 225'322 | 225'322 | 215'382 CHF | 217'642 CHF | 97.62% | 97.62% |
06.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 455'000 | 455'000 | 226'819 | 226'819 | 205'170 CHF | 207'442 CHF | 98.41% | 98.41% |
03.05.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 465'000 | 465'000 | 225'744 | 225'744 | 216'401 CHF | 218'664 CHF | 99.97% | 99.97% |