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 | 0.79% | 1.28 CHF | 1.29 CHF | 125'000 | 125'000 | 124'385 | 124'385 | 157'438 CHF | 158'682 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 125'000 | 125'000 | 143'942 | 143'942 | 177'420 CHF | 178'860 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 187'514 CHF | 189'014 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 158'806 CHF | 160'056 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 165'887 CHF | 167'137 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 175'697 CHF | 176'947 CHF | 100.00% | 100.00% |
07.05.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'594 CHF | 150'594 CHF | 100.00% | 100.00% |
06.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'696 CHF | 155'696 CHF | 100.00% | 100.00% |
03.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'580 CHF | 155'580 CHF | 100.00% | 100.00% |
02.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'259 CHF | 152'259 CHF | 100.00% | 100.00% |