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 | 0.94% | 1.09 CHF | 1.10 CHF | 295'000 | 295'000 | 131'891 | 131'891 | 142'830 CHF | 144'154 CHF | 100.00% | 100.00% |
15.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 295'000 | 295'000 | 130'156 | 130'156 | 140'914 CHF | 142'221 CHF | 99.98% | 99.98% |
14.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 129'871 | 129'871 | 139'866 CHF | 141'168 CHF | 99.89% | 99.89% |
13.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 129'963 | 129'963 | 139'428 CHF | 140'730 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 130'334 | 130'334 | 141'375 CHF | 142'681 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 134'796 | 134'796 | 153'743 CHF | 155'094 CHF | 98.39% | 98.39% |
07.05.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 305'000 | 305'000 | 135'337 | 135'337 | 154'136 CHF | 155'493 CHF | 98.97% | 98.97% |
06.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 134'217 | 134'217 | 150'401 CHF | 151'745 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 132'382 | 132'382 | 145'649 CHF | 146'975 CHF | 99.98% | 99.98% |
02.05.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 295'000 | 295'000 | 131'269 | 131'269 | 146'002 CHF | 147'317 CHF | 100.00% | 100.00% |