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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 435'000 | 435'000 | 240'000 | 240'000 | 255'648 CHF | 258'053 CHF | 100.00% | 100.00% |
16.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 435'000 | 435'000 | 239'986 | 239'986 | 255'695 CHF | 258'104 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 435'000 | 435'000 | 241'526 | 241'526 | 248'681 CHF | 251'110 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 445'000 | 445'000 | 243'949 | 243'949 | 246'065 CHF | 248'510 CHF | 99.89% | 99.89% |
13.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 445'000 | 445'000 | 246'181 | 246'181 | 240'939 CHF | 243'405 CHF | 100.00% | 100.00% |
10.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 450'000 | 247'502 | 247'502 | 238'766 CHF | 241'245 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 455'000 | 455'000 | 247'365 | 247'365 | 230'953 CHF | 233'431 CHF | 97.90% | 97.90% |
07.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 455'000 | 455'000 | 249'471 | 249'471 | 236'184 CHF | 238'685 CHF | 98.19% | 98.19% |
06.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 455'000 | 455'000 | 251'192 | 251'192 | 232'125 CHF | 234'642 CHF | 99.86% | 99.86% |
03.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 450'000 | 450'000 | 172'109 | 172'109 | 165'260 CHF | 166'984 CHF | 99.97% | 99.97% |