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 | 1.00% | 0.99 CHF | 1.00 CHF | 230'000 | 230'000 | 102'592 | 102'592 | 103'266 CHF | 104'296 CHF | 99.65% | 99.65% |
15.05.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 230'000 | 230'000 | 103'068 | 103'068 | 99'276 CHF | 100'311 CHF | 100.00% | 100.00% |
14.05.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 230'000 | 230'000 | 106'669 | 106'669 | 96'948 CHF | 98'017 CHF | 99.44% | 99.44% |
13.05.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 240'000 | 240'000 | 104'885 | 104'885 | 99'979 CHF | 101'029 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 230'000 | 230'000 | 103'169 | 103'169 | 102'701 CHF | 103'734 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 230'000 | 230'000 | 103'359 | 103'359 | 98'033 CHF | 99'068 CHF | 99.13% | 99.13% |
07.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 240'000 | 240'000 | 107'280 | 107'280 | 96'191 CHF | 97'267 CHF | 99.85% | 99.85% |
06.05.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 240'000 | 240'000 | 107'092 | 107'092 | 87'376 CHF | 88'451 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.77 CHF | 0.78 CHF | 250'000 | 250'000 | 111'171 | 111'172 | 81'071 CHF | 82'185 CHF | 99.90% | 99.90% |
02.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 112'086 | 112'086 | 75'678 CHF | 76'801 CHF | 100.00% | 100.00% |