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 | 0.86% | 1.18 CHF | 1.19 CHF | 490'000 | 490'000 | 218'418 | 218'418 | 261'320 CHF | 263'513 CHF | 100.00% | 100.00% |
16.05.2024 | 0.88% | 1.24 CHF | 1.25 CHF | 480'000 | 480'000 | 206'385 | 206'385 | 253'941 CHF | 256'044 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 1.21 CHF | 1.22 CHF | 500'000 | 500'000 | 230'229 | 230'229 | 262'326 CHF | 264'640 CHF | 100.00% | 100.00% |
14.05.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 520'000 | 520'000 | 233'017 | 233'017 | 250'029 CHF | 252'369 CHF | 99.99% | 99.99% |
13.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 530'000 | 530'000 | 235'971 | 235'971 | 254'561 CHF | 256'930 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 540'000 | 540'000 | 242'585 | 242'585 | 262'909 CHF | 265'344 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 520'000 | 520'000 | 228'266 | 228'266 | 252'628 CHF | 254'920 CHF | 99.06% | 99.06% |
07.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 510'000 | 510'000 | 230'878 | 230'878 | 257'564 CHF | 259'883 CHF | 100.00% | 100.00% |
06.05.2024 | 0.95% | 1.14 CHF | 1.15 CHF | 530'000 | 530'000 | 239'604 | 239'604 | 262'761 CHF | 265'166 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 570'000 | 570'000 | 259'252 | 259'252 | 260'771 CHF | 263'373 CHF | 99.85% | 99.85% |