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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 330'000 | 330'000 | 141'479 | 141'479 | 158'423 CHF | 159'840 CHF | 100.00% | 100.00% |
16.05.2024 | 0.98% | 1.13 CHF | 1.14 CHF | 330'000 | 330'000 | 147'187 | 147'187 | 154'507 CHF | 155'984 CHF | 99.99% | 99.99% |
15.05.2024 | 1.12% | 0.97 CHF | 0.98 CHF | 350'000 | 350'000 | 153'045 | 153'045 | 141'276 CHF | 142'811 CHF | 100.00% | 100.00% |
14.05.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 360'000 | 360'000 | 159'329 | 159'329 | 134'542 CHF | 136'139 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 360'000 | 360'000 | 156'724 | 156'724 | 136'790 CHF | 138'360 CHF | 100.00% | 100.00% |
10.05.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 365'000 | 365'000 | 156'131 | 156'131 | 139'919 CHF | 141'483 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 360'000 | 360'000 | 153'365 | 153'365 | 139'322 CHF | 140'858 CHF | 98.98% | 98.98% |
07.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 350'000 | 350'000 | 152'857 | 152'857 | 142'774 CHF | 144'306 CHF | 99.67% | 99.67% |
06.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 355'000 | 355'000 | 152'969 | 152'969 | 139'229 CHF | 140'762 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 375'000 | 375'000 | 163'100 | 163'100 | 128'555 CHF | 130'188 CHF | 99.95% | 99.95% |