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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 160'000 | 160'000 | 158'628 | 158'628 | 193'620 CHF | 195'206 CHF | 100.00% | 100.00% |
23.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 155'000 | 155'000 | 153'744 | 153'744 | 185'186 CHF | 186'730 CHF | 100.00% | 100.00% |
22.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 155'000 | 155'000 | 155'817 | 155'817 | 189'310 CHF | 190'868 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 155'000 | 155'000 | 154'156 | 154'156 | 183'787 CHF | 185'331 CHF | 100.00% | 100.00% |
17.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'500 | 149'500 | 173'124 CHF | 174'619 CHF | 100.00% | 100.00% |
16.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 149'256 | 149'256 | 169'664 CHF | 171'158 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'033 | 149'033 | 166'999 CHF | 168'492 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'331 | 149'331 | 166'399 CHF | 167'893 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 149'583 | 149'583 | 169'541 CHF | 171'037 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 155'000 | 155'000 | 149'762 | 149'762 | 169'250 CHF | 170'748 CHF | 100.00% | 100.00% |