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 | 0.93% | 1.13 CHF | 1.14 CHF | 315'000 | 315'000 | 175'043 | 175'043 | 192'527 CHF | 194'283 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 320'000 | 320'000 | 176'025 | 176'025 | 187'409 CHF | 189'177 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 320'000 | 320'000 | 178'444 | 178'444 | 184'710 CHF | 186'498 CHF | 100.00% | 100.00% |
13.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 330'000 | 330'000 | 177'928 | 177'928 | 172'600 CHF | 174'383 CHF | 99.98% | 99.98% |
10.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 325'000 | 325'000 | 178'491 | 178'491 | 184'013 CHF | 185'802 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 320'000 | 320'000 | 175'190 | 175'190 | 185'341 CHF | 187'096 CHF | 99.13% | 99.13% |
07.05.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 320'000 | 320'000 | 178'050 | 178'050 | 184'714 CHF | 186'500 CHF | 99.86% | 99.86% |
06.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 325'000 | 325'000 | 180'269 | 180'269 | 180'816 CHF | 182'622 CHF | 100.00% | 100.00% |
03.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 330'000 | 330'000 | 180'795 | 180'795 | 179'364 CHF | 181'175 CHF | 99.98% | 99.98% |
02.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 330'000 | 330'000 | 179'216 | 179'216 | 174'971 CHF | 176'767 CHF | 100.00% | 100.00% |