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 | 0.89% | 1.15 CHF | 1.16 CHF | 260'000 | 260'000 | 143'107 | 143'107 | 164'180 CHF | 165'615 CHF | 100.00% | 100.00% |
15.05.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 260'000 | 260'000 | 146'266 | 146'266 | 159'840 CHF | 161'308 CHF | 100.00% | 100.00% |
14.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 270'000 | 270'000 | 148'842 | 148'842 | 157'432 CHF | 158'924 CHF | 99.98% | 99.98% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 270'000 | 270'000 | 145'521 | 145'521 | 157'002 CHF | 158'460 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 270'000 | 270'000 | 148'880 | 148'880 | 157'929 CHF | 159'420 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 270'000 | 270'000 | 147'743 | 147'743 | 152'305 CHF | 153'786 CHF | 99.14% | 99.14% |
07.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 270'000 | 270'000 | 148'722 | 148'722 | 156'724 CHF | 158'215 CHF | 100.00% | 100.00% |
06.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 270'000 | 270'000 | 148'853 | 148'853 | 150'332 CHF | 151'823 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 270'000 | 270'000 | 151'967 | 151'967 | 145'158 CHF | 146'680 CHF | 99.99% | 99.99% |
02.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 280'000 | 280'000 | 153'700 | 153'700 | 142'061 CHF | 143'601 CHF | 99.99% | 99.99% |