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 | 0.99% | 1.23 CHF | 1.24 CHF | 192'000 | 192'000 | 88'762 | 88'762 | 94'461 CHF | 95'352 CHF | 99.22% | 99.22% |
15.05.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 89'327 | 89'327 | 82'960 CHF | 83'856 CHF | 100.00% | 100.00% |
14.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 79'161 | 79'161 | 76'114 CHF | 76'936 CHF | 98.07% | 98.07% |
13.05.2024 | 0.94% | 1.15 CHF | 1.16 CHF | 194'000 | 194'000 | 88'877 | 88'877 | 97'221 CHF | 98'111 CHF | 99.49% | 99.49% |
10.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 89'487 | 89'487 | 83'716 CHF | 84'612 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 94'964 | 94'964 | 80'585 CHF | 81'537 CHF | 99.13% | 99.13% |
07.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 89'408 | 89'408 | 81'270 CHF | 82'167 CHF | 99.83% | 99.83% |
06.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 88'990 CHF | 89'887 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 89'523 | 89'523 | 86'676 CHF | 87'573 CHF | 99.64% | 99.64% |
02.05.2024 | 1.21% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 96'368 | 96'368 | 81'385 CHF | 82'351 CHF | 99.99% | 99.99% |