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 | 0.75% | 1.32 CHF | 1.33 CHF | 245'000 | 245'000 | 244'708 | 244'708 | 327'536 CHF | 329'986 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 249'548 | 249'548 | 298'030 CHF | 300'530 CHF | 99.31% | 99.31% |
14.05.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 275'561 CHF | 278'061 CHF | 99.80% | 99.80% |
13.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 274'697 CHF | 277'197 CHF | 99.23% | 99.23% |
10.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 260'456 CHF | 262'956 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 222'793 CHF | 225'293 CHF | 96.89% | 96.89% |
07.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 250'000 | 250'000 | 249'882 | 249'882 | 202'076 CHF | 204'576 CHF | 99.46% | 99.46% |
06.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 182'957 CHF | 185'457 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 173'031 CHF | 175'531 CHF | 99.58% | 99.58% |
02.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 176'137 CHF | 178'637 CHF | 99.64% | 99.64% |