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 | 0.96% | 1.09 CHF | 1.10 CHF | 470'000 | 470'000 | 236'951 | 236'951 | 251'762 CHF | 254'141 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 475'000 | 475'000 | 232'630 | 232'630 | 258'484 CHF | 260'826 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 1.16 CHF | 1.17 CHF | 460'000 | 460'000 | 236'533 | 236'533 | 252'397 CHF | 254'768 CHF | 99.99% | 99.99% |
13.05.2024 | 1.02% | 1.05 CHF | 1.06 CHF | 475'000 | 475'000 | 241'322 | 241'322 | 243'906 CHF | 246'324 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 490'000 | 490'000 | 235'879 | 235'879 | 242'377 CHF | 244'741 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 475'000 | 475'000 | 233'782 | 233'782 | 251'597 CHF | 253'940 CHF | 95.78% | 95.78% |
07.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 460'000 | 460'000 | 225'321 | 225'321 | 269'813 CHF | 272'074 CHF | 97.62% | 97.62% |
06.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 455'000 | 455'000 | 226'834 | 226'834 | 282'435 CHF | 284'707 CHF | 98.41% | 98.41% |
03.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 465'000 | 465'000 | 225'679 | 225'679 | 269'247 CHF | 271'508 CHF | 99.93% | 99.93% |
02.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 455'000 | 455'000 | 224'466 | 224'466 | 272'290 CHF | 274'540 CHF | 100.00% | 100.00% |