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 | 0.75% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 64'270 | 64'270 | 88'994 CHF | 89'642 CHF | 99.99% | 99.99% |
15.05.2024 | 0.80% | 1.36 CHF | 1.37 CHF | 16'000 | 16'000 | 65'775 | 65'775 | 86'266 CHF | 86'927 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 170'000 | 170'000 | 74'422 | 74'422 | 90'704 CHF | 91'451 CHF | 99.88% | 99.88% |
13.05.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 170'000 | 170'000 | 73'973 | 73'973 | 88'212 CHF | 88'955 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 180'000 | 180'000 | 78'744 | 78'744 | 87'807 CHF | 88'598 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 170'000 | 170'000 | 74'486 | 74'486 | 82'768 CHF | 83'516 CHF | 99.06% | 99.06% |
07.05.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 75'423 | 75'423 | 86'739 CHF | 87'497 CHF | 99.67% | 99.67% |
06.05.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 180'000 | 180'000 | 78'060 | 78'060 | 85'340 CHF | 86'124 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 82'217 | 82'217 | 78'263 CHF | 79'088 CHF | 99.85% | 99.85% |
02.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 210'000 | 210'000 | 81'384 | 81'384 | 72'346 CHF | 73'164 CHF | 100.00% | 100.00% |