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 | 0.90% | 1.21 CHF | 1.22 CHF | 430'000 | 430'000 | 181'557 | 181'557 | 217'661 CHF | 219'511 CHF | 100.00% | 100.00% |
15.05.2024 | 0.95% | 1.17 CHF | 1.18 CHF | 450'000 | 450'000 | 204'954 | 204'954 | 225'497 CHF | 227'557 CHF | 99.93% | 99.93% |
14.05.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 470'000 | 470'000 | 215'730 | 215'730 | 221'950 CHF | 224'116 CHF | 99.88% | 99.88% |
13.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 480'000 | 480'000 | 218'379 | 218'379 | 225'809 CHF | 228'001 CHF | 99.84% | 99.84% |
10.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 490'000 | 490'000 | 217'153 | 217'153 | 226'209 CHF | 228'389 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 480'000 | 480'000 | 210'862 | 210'862 | 224'300 CHF | 226'417 CHF | 99.06% | 99.06% |
07.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 470'000 | 470'000 | 205'464 | 205'464 | 221'007 CHF | 223'071 CHF | 99.82% | 99.82% |
06.05.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 480'000 | 480'000 | 214'269 | 214'269 | 226'705 CHF | 228'856 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 520'000 | 520'000 | 233'587 | 233'587 | 224'468 CHF | 226'814 CHF | 99.84% | 99.84% |
02.05.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 560'000 | 560'000 | 249'577 | 249'577 | 219'666 CHF | 222'172 CHF | 99.93% | 99.93% |