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 | 0.64% | 1.57 CHF | 1.58 CHF | 230'000 | 230'000 | 102'960 | 102'960 | 163'660 CHF | 164'694 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 230'000 | 230'000 | 103'070 | 103'070 | 159'390 CHF | 160'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 230'000 | 230'000 | 107'084 | 107'084 | 159'918 CHF | 160'991 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 240'000 | 240'000 | 104'884 | 104'884 | 161'235 CHF | 162'286 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 230'000 | 230'000 | 103'172 | 103'172 | 162'976 CHF | 164'010 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 230'000 | 230'000 | 103'361 | 103'361 | 158'574 CHF | 159'609 CHF | 99.13% | 99.13% |
07.05.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 240'000 | 240'000 | 107'277 | 107'277 | 158'809 CHF | 159'885 CHF | 99.85% | 99.85% |
06.05.2024 | 0.73% | 1.43 CHF | 1.44 CHF | 240'000 | 240'000 | 107'094 | 107'094 | 149'830 CHF | 150'906 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 111'134 | 111'134 | 145'795 CHF | 146'908 CHF | 99.98% | 99.98% |
02.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 112'086 | 112'086 | 141'582 CHF | 142'705 CHF | 100.00% | 100.00% |