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 | 0.84% | 1.21 CHF | 1.22 CHF | 445'000 | 445'000 | 199'173 | 199'173 | 243'135 CHF | 245'134 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 450'000 | 199'705 | 199'705 | 241'104 CHF | 243'109 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 445'000 | 445'000 | 199'333 | 199'333 | 240'616 CHF | 242'614 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 445'000 | 445'000 | 197'711 | 197'711 | 245'530 CHF | 247'511 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 440'000 | 440'000 | 195'538 | 195'538 | 249'998 CHF | 251'957 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 440'000 | 440'000 | 194'159 | 194'159 | 243'707 CHF | 245'652 CHF | 98.97% | 98.97% |
07.05.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 435'000 | 435'000 | 196'529 | 196'529 | 248'683 CHF | 250'654 CHF | 99.67% | 99.67% |
06.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 445'000 | 445'000 | 199'502 | 199'502 | 243'585 CHF | 245'583 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 445'000 | 445'000 | 198'391 | 198'391 | 241'276 CHF | 243'263 CHF | 99.97% | 99.97% |
02.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 450'000 | 450'000 | 202'623 | 202'623 | 233'303 CHF | 235'333 CHF | 99.98% | 99.98% |