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 | 0.87% | 1.15 CHF | 1.16 CHF | 230'000 | 230'000 | 102'674 | 102'674 | 119'800 CHF | 120'830 CHF | 99.70% | 99.70% |
15.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 230'000 | 230'000 | 103'069 | 103'069 | 115'788 CHF | 116'822 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 230'000 | 230'000 | 106'721 | 106'721 | 114'123 CHF | 115'192 CHF | 99.48% | 99.48% |
13.05.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 240'000 | 240'000 | 104'883 | 104'883 | 116'880 CHF | 117'931 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 230'000 | 230'000 | 103'167 | 103'167 | 119'266 CHF | 120'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 230'000 | 230'000 | 103'200 | 103'200 | 114'460 CHF | 115'494 CHF | 99.01% | 99.01% |
07.05.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 240'000 | 240'000 | 107'276 | 107'276 | 113'387 CHF | 114'463 CHF | 99.85% | 99.85% |
06.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 240'000 | 240'000 | 107'091 | 107'091 | 104'510 CHF | 105'586 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 111'169 | 111'169 | 98'866 CHF | 99'979 CHF | 99.90% | 99.90% |
02.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 112'087 | 112'087 | 93'769 CHF | 94'892 CHF | 100.00% | 100.00% |