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 | 0.59% | 1.69 CHF | 1.70 CHF | 230'000 | 230'000 | 102'955 | 102'955 | 175'897 CHF | 176'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 230'000 | 230'000 | 103'051 | 103'051 | 171'639 CHF | 172'673 CHF | 100.00% | 100.00% |
14.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 230'000 | 230'000 | 107'087 | 107'087 | 172'704 CHF | 173'777 CHF | 99.85% | 99.85% |
13.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 240'000 | 240'000 | 104'660 | 104'660 | 173'391 CHF | 174'440 CHF | 99.83% | 99.83% |
10.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 230'000 | 230'000 | 102'968 | 102'968 | 174'936 CHF | 175'967 CHF | 99.84% | 99.84% |
08.05.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 230'000 | 230'000 | 103'360 | 103'360 | 170'896 CHF | 171'932 CHF | 99.13% | 99.13% |
07.05.2024 | 0.64% | 1.63 CHF | 1.64 CHF | 240'000 | 240'000 | 107'209 | 107'209 | 171'443 CHF | 172'518 CHF | 99.81% | 99.81% |
06.05.2024 | 0.68% | 1.55 CHF | 1.56 CHF | 240'000 | 240'000 | 107'090 | 107'090 | 162'454 CHF | 163'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 110'922 | 110'922 | 158'650 CHF | 159'761 CHF | 99.83% | 99.83% |
02.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250'000 | 250'000 | 111'760 | 111'760 | 154'439 CHF | 155'559 CHF | 99.45% | 99.45% |