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 | 1.02% | 0.95 CHF | 0.96 CHF | 146'900 | 146'900 | 146'900 | 146'900 | 143'161 CHF | 144'630 CHF | 100.00% | 100.00% |
16.05.2024 | 1.88% | 1.04 CHF | 1.06 CHF | 129'600 | 129'600 | 129'509 | 129'509 | 137'179 CHF | 139'771 CHF | 100.00% | 100.00% |
15.05.2024 | 1.58% | 1.23 CHF | 1.25 CHF | 116'100 | 116'100 | 115'799 | 115'799 | 147'673 CHF | 149'995 CHF | 99.99% | 99.99% |
14.05.2024 | 0.89% | 1.26 CHF | 1.27 CHF | 138'800 | 138'800 | 138'784 | 138'784 | 155'988 CHF | 157'376 CHF | 100.00% | 100.00% |
13.05.2024 | 1.73% | 1.09 CHF | 1.11 CHF | 115'400 | 115'400 | 115'400 | 115'400 | 132'501 CHF | 134'809 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 1.10 CHF | 1.11 CHF | 139'000 | 139'000 | 139'000 | 139'000 | 136'881 CHF | 138'271 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 1.24 CHF | 1.26 CHF | 115'200 | 115'200 | 115'189 | 115'189 | 169'742 CHF | 172'046 CHF | 99.29% | 99.29% |
07.05.2024 | 1.53% | 1.33 CHF | 1.35 CHF | 117'500 | 117'500 | 117'434 | 117'434 | 152'532 CHF | 154'882 CHF | 100.00% | 100.00% |
06.05.2024 | 1.72% | 1.22 CHF | 1.24 CHF | 108'700 | 108'700 | 108'700 | 108'700 | 125'429 CHF | 127'603 CHF | 100.00% | 100.00% |
03.05.2024 | 1.74% | 1.24 CHF | 1.26 CHF | 127'400 | 127'400 | 127'400 | 127'400 | 145'372 CHF | 147'920 CHF | 99.95% | 99.95% |