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 | 0.86% | 1.18 CHF | 1.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 144'037 CHF | 145'287 CHF | 99.05% | 99.05% |
15.05.2024 | 0.81% | 1.15 CHF | 1.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 154'001 CHF | 155'251 CHF | 97.70% | 97.70% |
14.05.2024 | 0.88% | 1.27 CHF | 1.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 141'708 CHF | 142'958 CHF | 98.90% | 98.90% |
13.05.2024 | 0.94% | 1.14 CHF | 1.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 133'170 CHF | 134'420 CHF | 99.17% | 99.17% |
10.05.2024 | 0.89% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 140'376 CHF | 141'626 CHF | 96.49% | 96.49% |
08.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 147'735 CHF | 148'985 CHF | 99.17% | 99.17% |
07.05.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 166'679 CHF | 167'929 CHF | 98.97% | 98.97% |
06.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 170'711 CHF | 171'961 CHF | 98.98% | 98.98% |
03.05.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 162'968 CHF | 164'218 CHF | 98.84% | 98.84% |
02.05.2024 | 0.73% | 1.29 CHF | 1.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 169'956 CHF | 171'206 CHF | 98.83% | 98.83% |