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 | 0.82% | 1.24 CHF | 1.25 CHF | 190'000 | 190'000 | 85'562 | 85'562 | 107'439 CHF | 108'301 CHF | 99.48% | 99.48% |
15.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 190'000 | 190'000 | 84'900 | 84'900 | 104'191 CHF | 105'044 CHF | 98.07% | 98.07% |
14.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 190'000 | 190'000 | 85'995 | 85'995 | 105'063 CHF | 105'928 CHF | 98.56% | 98.56% |
13.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 85'411 | 85'411 | 111'624 CHF | 112'482 CHF | 99.31% | 99.31% |
10.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 83'803 | 83'803 | 116'933 CHF | 117'774 CHF | 99.15% | 99.15% |
08.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 190'000 | 190'000 | 85'157 | 85'157 | 114'142 CHF | 114'997 CHF | 98.52% | 98.52% |
07.05.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 180'000 | 180'000 | 85'374 | 85'374 | 116'513 CHF | 117'371 CHF | 98.97% | 98.97% |
06.05.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 190'000 | 190'000 | 86'159 | 86'159 | 108'864 CHF | 109'729 CHF | 99.57% | 99.57% |
03.05.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 84'794 | 84'794 | 106'049 CHF | 106'901 CHF | 98.88% | 98.88% |
02.05.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 210'000 | 210'000 | 97'329 | 97'329 | 106'114 CHF | 107'090 CHF | 97.88% | 97.88% |