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 | 1.00% | 1.00 CHF | 1.01 CHF | 320'000 | 320'000 | 319'650 | 319'650 | 317'982 CHF | 321'181 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 330'000 | 330'000 | 329'273 | 329'273 | 357'072 CHF | 360'372 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 330'000 | 330'000 | 338'035 | 338'035 | 378'423 CHF | 381'804 CHF | 100.00% | 100.00% |
13.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 358'709 CHF | 362'009 CHF | 99.88% | 99.88% |
10.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 360'957 CHF | 364'257 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 385'145 CHF | 388'545 CHF | 98.61% | 98.61% |
07.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 340'000 | 340'000 | 339'671 | 339'671 | 390'869 CHF | 394'269 CHF | 99.89% | 99.89% |
06.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 398'357 CHF | 401'763 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 350'000 | 350'000 | 348'973 | 348'973 | 417'516 CHF | 421'006 CHF | 99.53% | 99.53% |
02.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 350'000 | 350'000 | 342'901 | 342'901 | 401'449 CHF | 404'878 CHF | 98.59% | 98.59% |