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 | 0.88% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 149'256 | 149'256 | 169'152 CHF | 170'645 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'025 | 149'025 | 166'427 CHF | 167'920 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 149'330 | 149'330 | 165'799 CHF | 167'293 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'584 | 149'584 | 168'461 CHF | 169'957 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 155'000 | 155'000 | 149'762 | 149'762 | 168'674 CHF | 170'172 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 149'348 | 149'348 | 165'851 CHF | 167'345 CHF | 99.25% | 99.25% |
07.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 145'536 | 145'536 | 166'674 CHF | 168'131 CHF | 98.94% | 98.94% |
06.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'375 | 149'375 | 172'550 CHF | 174'044 CHF | 98.95% | 98.95% |
03.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'381 | 149'381 | 172'449 CHF | 173'943 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'381 | 149'381 | 174'022 CHF | 175'516 CHF | 100.00% | 100.00% |