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 | 0.91% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 107'429 | 107'429 | 117'638 CHF | 118'713 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 107'000 | 107'000 | 105'951 | 105'951 | 118'117 CHF | 119'178 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 103'000 | 103'000 | 105'422 | 105'422 | 119'113 CHF | 120'168 CHF | 99.97% | 99.97% |
13.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 115'526 CHF | 116'633 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 111'000 | 111'000 | 109'504 | 109'504 | 115'937 CHF | 117'032 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 111'000 | 111'000 | 110'980 | 110'980 | 116'556 CHF | 117'666 CHF | 99.06% | 99.06% |
07.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 111'000 | 111'000 | 110'995 | 110'995 | 115'725 CHF | 116'835 CHF | 99.66% | 99.66% |
06.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 114'887 CHF | 116'008 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 113'000 | 113'000 | 112'782 | 112'782 | 115'571 CHF | 116'699 CHF | 100.00% | 100.00% |
02.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 113'000 | 113'000 | 111'314 | 111'314 | 115'565 CHF | 116'678 CHF | 100.00% | 100.00% |