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 | 1.04% | 0.98 CHF | 0.99 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 99'902 CHF | 100'944 CHF | 100.00% | 100.00% |
15.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 98'000 | 98'000 | 97'604 | 97'604 | 92'308 CHF | 93'286 CHF | 100.00% | 100.00% |
14.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 98'000 | 98'000 | 97'582 | 97'582 | 88'576 CHF | 89'552 CHF | 100.00% | 100.00% |
13.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 98'326 CHF | 99'322 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 104'482 CHF | 105'486 CHF | 100.00% | 100.00% |
08.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 102'000 | 102'000 | 101'547 | 101'547 | 109'609 CHF | 110'625 CHF | 98.84% | 98.84% |
07.05.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 98'000 | 98'000 | 99'093 | 99'093 | 94'759 CHF | 95'751 CHF | 97.92% | 97.92% |
06.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 93'752 CHF | 94'744 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 98'368 CHF | 99'364 CHF | 99.99% | 99.99% |
02.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 99'387 CHF | 100'383 CHF | 100.00% | 100.00% |