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 | 1.05% | 0.99 CHF | 1.00 CHF | 295'000 | 295'000 | 131'891 | 131'891 | 128'524 CHF | 129'848 CHF | 100.00% | 100.00% |
15.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 295'000 | 295'000 | 130'181 | 130'181 | 126'889 CHF | 128'195 CHF | 99.98% | 99.98% |
14.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 129'934 | 129'934 | 125'764 CHF | 127'066 CHF | 99.89% | 99.89% |
13.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 129'957 | 129'957 | 125'737 CHF | 127'039 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 130'326 | 130'326 | 127'287 CHF | 128'592 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 300'000 | 134'651 | 134'651 | 138'923 CHF | 140'272 CHF | 99.24% | 99.24% |
07.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 305'000 | 305'000 | 135'392 | 135'392 | 139'697 CHF | 141'054 CHF | 98.97% | 98.97% |
06.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300'000 | 300'000 | 134'210 | 134'210 | 135'859 CHF | 137'203 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 300'000 | 300'000 | 132'407 | 132'407 | 131'437 CHF | 132'764 CHF | 100.00% | 100.00% |
02.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 295'000 | 295'000 | 131'278 | 131'278 | 131'691 CHF | 133'006 CHF | 100.00% | 100.00% |