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 | 0.80% | 1.26 CHF | 1.27 CHF | 180'000 | 180'000 | 80'425 | 80'425 | 101'979 CHF | 102'786 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 180'000 | 180'000 | 80'319 | 80'319 | 102'290 CHF | 103'096 CHF | 99.90% | 99.90% |
14.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 180'000 | 180'000 | 80'439 | 80'439 | 102'058 CHF | 102'865 CHF | 99.88% | 99.88% |
13.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 180'000 | 180'000 | 80'591 | 80'591 | 102'619 CHF | 103'426 CHF | 99.86% | 99.86% |
10.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 180'000 | 180'000 | 80'507 | 80'507 | 101'846 CHF | 102'653 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 180'000 | 180'000 | 80'200 | 80'200 | 104'842 CHF | 105'646 CHF | 98.19% | 98.19% |
07.05.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 180'000 | 180'000 | 59'546 | 59'546 | 76'066 CHF | 76'662 CHF | 99.89% | 99.89% |
06.05.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 180'000 | 180'000 | 70'056 | 70'056 | 88'837 CHF | 89'545 CHF | 97.83% | 97.83% |
03.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 180'000 | 180'000 | 80'441 | 80'441 | 101'774 CHF | 102'580 CHF | 100.00% | 100.00% |
02.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 180'000 | 180'000 | 80'065 | 80'065 | 104'509 CHF | 105'311 CHF | 98.60% | 98.60% |