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 | 0.81% | 1.24 CHF | 1.25 CHF | 230'000 | 230'000 | 102'947 | 102'947 | 129'106 CHF | 130'140 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 230'000 | 230'000 | 103'065 | 103'065 | 124'871 CHF | 125'905 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 230'000 | 230'000 | 107'082 | 107'082 | 123'898 CHF | 124'972 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 104'885 | 104'885 | 125'936 CHF | 126'987 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 230'000 | 230'000 | 103'169 | 103'169 | 128'253 CHF | 129'287 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 230'000 | 230'000 | 103'356 | 103'356 | 123'746 CHF | 124'782 CHF | 99.13% | 99.13% |
07.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 240'000 | 240'000 | 107'277 | 107'277 | 122'817 CHF | 123'893 CHF | 99.85% | 99.85% |
06.05.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 107'092 | 107'092 | 113'998 CHF | 115'073 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 111'140 | 111'140 | 108'633 CHF | 109'746 CHF | 99.98% | 99.98% |
02.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 250'000 | 250'000 | 112'075 | 112'075 | 103'718 CHF | 104'841 CHF | 99.99% | 99.99% |