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 | 0.98% | 1.07 CHF | 1.08 CHF | 315'000 | 315'000 | 174'702 | 174'702 | 181'815 CHF | 183'569 CHF | 99.73% | 99.73% |
15.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 320'000 | 320'000 | 175'347 | 175'347 | 176'331 CHF | 178'091 CHF | 98.90% | 98.90% |
14.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 320'000 | 320'000 | 177'928 | 177'928 | 173'605 CHF | 175'388 CHF | 99.30% | 99.30% |
13.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 330'000 | 330'000 | 178'237 | 178'237 | 162'394 CHF | 164'179 CHF | 97.90% | 97.90% |
10.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 325'000 | 325'000 | 178'138 | 178'138 | 173'146 CHF | 174'930 CHF | 98.99% | 98.99% |
08.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 320'000 | 320'000 | 174'858 | 174'858 | 174'629 CHF | 176'381 CHF | 98.90% | 98.90% |
07.05.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 320'000 | 320'000 | 177'303 | 177'303 | 173'414 CHF | 175'192 CHF | 99.14% | 99.14% |
06.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 325'000 | 325'000 | 179'853 | 179'853 | 169'855 CHF | 171'657 CHF | 99.42% | 99.42% |
03.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 330'000 | 330'000 | 179'018 | 179'018 | 167'124 CHF | 168'918 CHF | 97.94% | 97.94% |
02.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 330'000 | 330'000 | 177'854 | 177'854 | 163'084 CHF | 164'866 CHF | 98.41% | 98.41% |