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 | 1.02% | 1.03 CHF | 1.04 CHF | 315'000 | 315'000 | 174'968 | 174'968 | 175'581 CHF | 177'337 CHF | 100.00% | 100.00% |
15.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 320'000 | 320'000 | 176'033 | 176'033 | 170'312 CHF | 172'080 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 320'000 | 320'000 | 178'453 | 178'453 | 167'590 CHF | 169'378 CHF | 99.99% | 99.99% |
13.05.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 330'000 | 330'000 | 177'931 | 177'931 | 155'753 CHF | 157'536 CHF | 99.98% | 99.98% |
10.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 325'000 | 325'000 | 178'487 | 178'487 | 166'668 CHF | 168'456 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 320'000 | 320'000 | 175'193 | 175'193 | 168'622 CHF | 170'377 CHF | 99.13% | 99.13% |
07.05.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 320'000 | 320'000 | 178'043 | 178'043 | 167'706 CHF | 169'492 CHF | 99.85% | 99.85% |
06.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 325'000 | 325'000 | 180'214 | 180'214 | 163'401 CHF | 165'206 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 330'000 | 330'000 | 180'812 | 180'812 | 161'969 CHF | 163'781 CHF | 99.99% | 99.99% |
02.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 330'000 | 330'000 | 179'204 | 179'204 | 157'536 CHF | 159'331 CHF | 99.99% | 99.99% |