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 | 1.03% | 1.00 CHF | 1.01 CHF | 240'000 | 240'000 | 132'762 | 132'762 | 133'695 CHF | 135'032 CHF | 100.00% | 100.00% |
15.05.2024 | 1.11% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 143'339 | 143'339 | 135'110 CHF | 136'554 CHF | 100.00% | 100.00% |
14.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 260'000 | 260'000 | 145'093 | 145'093 | 131'985 CHF | 133'442 CHF | 99.90% | 99.90% |
13.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 280'000 | 280'000 | 154'582 | 154'582 | 131'778 CHF | 133'330 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 280'000 | 280'000 | 151'737 | 151'737 | 126'225 CHF | 127'748 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 160'281 | 160'281 | 125'843 CHF | 127'453 CHF | 98.64% | 98.64% |
07.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 290'000 | 290'000 | 162'287 | 162'287 | 131'939 CHF | 133'568 CHF | 98.38% | 98.38% |
06.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 161'527 | 161'527 | 126'399 CHF | 128'021 CHF | 99.86% | 99.86% |
03.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 360'000 | 360'000 | 135'040 | 135'040 | 116'157 CHF | 117'522 CHF | 99.29% | 99.29% |
02.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 380'000 | 380'000 | 214'748 | 214'748 | 118'476 CHF | 120'632 CHF | 100.00% | 100.00% |