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 | 1.01% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 150'015 | 149'999 | 148'206 CHF | 149'693 CHF | 99.27% | 99.27% |
15.05.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'523 CHF | 141'023 CHF | 99.08% | 99.08% |
14.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 151'111 CHF | 152'611 CHF | 99.27% | 99.27% |
13.05.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 167'905 CHF | 169'406 CHF | 98.81% | 98.81% |
10.05.2024 | 1.00% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 149'172 CHF | 150'672 CHF | 99.27% | 99.27% |
08.05.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'720 CHF | 148'220 CHF | 99.27% | 99.27% |
07.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 148'342 CHF | 149'842 CHF | 99.27% | 99.27% |
06.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 135'704 CHF | 137'204 CHF | 99.27% | 99.27% |
03.05.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 225'000 | 150'000 | 213'200 | 150'000 | 182'873 CHF | 130'421 CHF | 99.15% | 99.15% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 225'000 | 150'000 | 189'008 | 150'000 | 158'371 CHF | 127'954 CHF | 98.66% | 98.66% |