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 | 1.19% | 0.67 CHF | 0.68 CHF | 192'000 | 192'000 | 88'761 | 88'761 | 73'489 CHF | 74'380 CHF | 99.22% | 99.22% |
15.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 89'327 | 89'327 | 86'090 CHF | 86'987 CHF | 100.00% | 100.00% |
14.05.2024 | 1.30% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 79'186 | 79'186 | 74'129 CHF | 74'951 CHF | 97.34% | 97.34% |
13.05.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 194'000 | 194'000 | 88'874 | 88'874 | 71'595 CHF | 72'486 CHF | 99.49% | 99.49% |
10.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 89'487 | 89'487 | 86'220 CHF | 87'117 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 94'962 | 94'962 | 99'952 CHF | 100'904 CHF | 99.13% | 99.13% |
07.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'408 | 89'408 | 88'526 CHF | 89'423 CHF | 99.83% | 99.83% |
06.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 80'859 CHF | 81'756 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 89'604 | 89'604 | 83'426 CHF | 84'323 CHF | 99.71% | 99.71% |
02.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 96'375 | 96'375 | 102'871 CHF | 103'837 CHF | 100.00% | 100.00% |