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 | 1.05% | 0.79 CHF | 0.80 CHF | 192'000 | 192'000 | 88'757 | 88'757 | 83'743 CHF | 84'634 CHF | 99.22% | 99.22% |
15.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 89'329 | 89'329 | 96'349 CHF | 97'246 CHF | 100.00% | 100.00% |
14.05.2024 | 1.14% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 79'531 | 79'531 | 83'681 CHF | 84'506 CHF | 97.51% | 97.51% |
13.05.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 194'000 | 194'000 | 88'874 | 88'874 | 81'846 CHF | 82'736 CHF | 99.49% | 99.49% |
10.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 89'484 | 89'484 | 96'735 CHF | 97'632 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 94'964 | 94'964 | 110'976 CHF | 111'928 CHF | 99.13% | 99.13% |
07.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 89'408 | 89'408 | 98'941 CHF | 99'837 CHF | 99.83% | 99.83% |
06.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 89'495 | 89'495 | 91'236 CHF | 92'132 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 89'582 | 89'582 | 93'797 CHF | 94'694 CHF | 99.69% | 99.69% |
02.05.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 96'376 | 96'376 | 114'184 CHF | 115'150 CHF | 100.00% | 100.00% |