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 | 460'000 | 460'000 | 253'581 | 253'581 | 253'712 CHF | 256'265 CHF | 100.00% | 100.00% |
15.05.2024 | 1.08% | 1.00 CHF | 1.01 CHF | 460'000 | 460'000 | 254'084 | 254'084 | 245'246 CHF | 247'806 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 470'000 | 470'000 | 258'777 | 258'777 | 245'007 CHF | 247'607 CHF | 99.90% | 99.90% |
13.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 470'000 | 470'000 | 261'998 | 261'998 | 240'340 CHF | 242'970 CHF | 100.00% | 100.00% |
10.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 480'000 | 480'000 | 260'023 | 260'023 | 234'410 CHF | 237'021 CHF | 99.61% | 99.61% |
08.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 490'000 | 490'000 | 266'211 | 266'211 | 232'366 CHF | 235'040 CHF | 98.62% | 98.62% |
07.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 490'000 | 490'000 | 266'972 | 266'972 | 236'396 CHF | 239'077 CHF | 97.85% | 97.85% |
06.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 490'000 | 490'000 | 270'234 | 270'234 | 233'440 CHF | 236'153 CHF | 99.41% | 99.41% |
03.05.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 510'000 | 510'000 | 188'488 | 188'488 | 169'502 CHF | 171'405 CHF | 98.03% | 98.03% |
02.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 550'000 | 550'000 | 299'502 | 299'502 | 210'325 CHF | 213'331 CHF | 99.48% | 99.48% |