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% | 1.32 CHF | 1.33 CHF | 161'200 | 161'200 | 161'013 | 161'013 | 213'233 CHF | 214'845 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 172'600 | 172'600 | 172'148 | 172'148 | 196'287 CHF | 198'013 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 165'200 | 165'200 | 169'262 | 169'262 | 180'808 CHF | 182'500 CHF | 99.71% | 99.71% |
13.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 170'900 | 170'900 | 170'900 | 170'900 | 194'558 CHF | 196'267 CHF | 99.47% | 99.47% |
10.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 177'200 | 177'200 | 177'200 | 177'200 | 199'411 CHF | 201'183 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 185'000 | 185'000 | 185'000 | 185'000 | 194'639 CHF | 196'489 CHF | 98.62% | 98.62% |
07.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 192'000 | 192'000 | 191'993 | 191'993 | 195'535 CHF | 197'455 CHF | 99.42% | 99.42% |
06.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 195'100 | 195'100 | 195'433 | 195'433 | 192'507 CHF | 194'462 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 209'700 | 209'700 | 209'079 | 209'079 | 196'365 CHF | 198'456 CHF | 99.95% | 99.95% |
02.05.2024 | 1.00% | 0.91 CHF | 0.92 CHF | 190'500 | 190'500 | 186'594 | 186'594 | 185'308 CHF | 187'174 CHF | 98.55% | 98.55% |