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 | 0.82% | 1.20 CHF | 1.21 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'158 CHF | 12'258 CHF | 99.86% | 99.86% |
15.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'523 CHF | 12'623 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'364 CHF | 12'464 CHF | 99.80% | 99.80% |
13.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'134 CHF | 12'234 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'527 CHF | 11'627 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'611 CHF | 10'711 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'650 CHF | 9'750 CHF | 99.84% | 99.84% |
06.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'185 CHF | 9'285 CHF | 99.78% | 99.78% |
03.05.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'224 CHF | 9'324 CHF | 100.00% | 100.00% |
02.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'562 CHF | 9'662 CHF | 100.00% | 100.00% |