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 | 0.92% | 1.10 CHF | 1.11 CHF | 435'000 | 435'000 | 240'006 | 240'006 | 265'539 CHF | 267'948 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 435'000 | 435'000 | 241'586 | 241'586 | 258'797 CHF | 261'226 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 445'000 | 445'000 | 244'054 | 244'054 | 256'385 CHF | 258'830 CHF | 99.90% | 99.90% |
13.05.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 445'000 | 445'000 | 246'183 | 246'183 | 250'991 CHF | 253'458 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450'000 | 450'000 | 247'492 | 247'492 | 248'979 CHF | 251'458 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 455'000 | 455'000 | 247'367 | 247'367 | 241'228 CHF | 243'707 CHF | 97.91% | 97.91% |
07.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 455'000 | 455'000 | 249'492 | 249'492 | 246'381 CHF | 248'882 CHF | 98.24% | 98.24% |
06.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 455'000 | 455'000 | 251'199 | 251'199 | 242'407 CHF | 244'923 CHF | 99.86% | 99.86% |
03.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 450'000 | 450'000 | 172'014 | 172'014 | 172'176 CHF | 173'898 CHF | 99.99% | 99.99% |
02.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 475'000 | 475'000 | 262'952 | 262'952 | 204'910 CHF | 207'545 CHF | 100.00% | 100.00% |