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 | 0.87% | 1.15 CHF | 1.16 CHF | 280'000 | 280'000 | 279'602 | 279'602 | 319'401 CHF | 322'201 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 280'000 | 280'000 | 279'509 | 279'509 | 305'778 CHF | 308'578 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 323'086 CHF | 325'886 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 327'110 CHF | 329'910 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.19 CHF | 1.20 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 347'630 CHF | 350'430 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.17 CHF | 1.18 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 310'319 CHF | 313'119 CHF | 99.63% | 99.63% |
07.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 327'072 CHF | 329'872 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 333'643 CHF | 336'443 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 337'513 CHF | 340'313 CHF | 99.98% | 99.98% |
02.05.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 336'781 CHF | 339'581 CHF | 99.98% | 99.98% |