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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 107'000 | 107'000 | 105'953 | 105'953 | 113'725 CHF | 114'786 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 103'000 | 103'000 | 105'420 | 105'420 | 114'744 CHF | 115'798 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 110'988 CHF | 112'095 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 111'000 | 111'000 | 109'503 | 109'503 | 111'518 CHF | 112'613 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111'000 | 111'000 | 110'982 | 110'982 | 112'031 CHF | 113'141 CHF | 99.06% | 99.06% |
07.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111'000 | 111'000 | 110'997 | 110'997 | 111'838 CHF | 112'948 CHF | 99.66% | 99.66% |
06.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 111'000 | 111'000 | 112'039 | 112'039 | 110'962 CHF | 112'082 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 113'000 | 113'000 | 112'782 | 112'782 | 111'500 CHF | 112'628 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 113'000 | 113'000 | 111'314 | 111'314 | 111'437 CHF | 112'550 CHF | 100.00% | 100.00% |
30.04.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 113'000 | 113'000 | 112'919 | 112'919 | 110'553 CHF | 111'683 CHF | 100.00% | 100.00% |