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 | 0.78% | 1.37 CHF | 1.38 CHF | 260'000 | 260'000 | 146'737 | 146'737 | 195'807 CHF | 197'283 CHF | 92.11% | 92.11% |
15.05.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 270'000 | 270'000 | 149'374 | 149'374 | 193'214 CHF | 194'715 CHF | 98.96% | 98.96% |
14.05.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 270'000 | 270'000 | 151'163 | 151'163 | 190'529 CHF | 192'046 CHF | 81.85% | 81.85% |
13.05.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 280'000 | 280'000 | 152'921 | 152'921 | 180'878 CHF | 182'413 CHF | 99.29% | 99.29% |
10.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 280'000 | 280'000 | 151'876 | 151'876 | 190'389 CHF | 191'914 CHF | 99.40% | 99.40% |
08.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 270'000 | 270'000 | 148'320 | 148'320 | 191'019 CHF | 192'509 CHF | 98.63% | 98.63% |
07.05.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 270'000 | 270'000 | 149'464 | 149'464 | 188'859 CHF | 190'361 CHF | 96.13% | 96.13% |
06.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 280'000 | 280'000 | 156'745 | 156'745 | 191'651 CHF | 193'225 CHF | 91.23% | 91.23% |
03.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 280'000 | 280'000 | 155'972 | 155'972 | 188'457 CHF | 190'022 CHF | 90.94% | 90.94% |
02.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 158'975 | 158'975 | 189'388 CHF | 190'984 CHF | 99.14% | 99.14% |