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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 158'000 | 158'000 | 158'087 | 158'087 | 157'367 CHF | 158'951 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 158'000 | 158'000 | 157'973 | 157'973 | 160'158 CHF | 161'738 CHF | 99.97% | 99.97% |
13.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 160'417 CHF | 161'997 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 158'000 | 158'000 | 158'310 | 158'310 | 158'178 CHF | 159'761 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 149'270 CHF | 150'884 CHF | 99.24% | 99.24% |
07.05.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 164'000 | 164'000 | 163'908 | 163'908 | 138'128 CHF | 139'768 CHF | 97.36% | 97.36% |
06.05.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 143'363 CHF | 144'987 CHF | 98.35% | 98.35% |
03.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 164'000 | 164'000 | 163'314 | 163'314 | 142'124 CHF | 143'757 CHF | 100.00% | 100.00% |
02.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 140'685 CHF | 142'325 CHF | 100.00% | 100.00% |
30.04.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 162'000 | 162'000 | 161'882 | 161'882 | 145'991 CHF | 147'611 CHF | 99.99% | 99.99% |