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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 105'000 | 105'000 | 104'294 | 104'294 | 96'595 CHF | 97'644 CHF | 100.00% | 100.00% |
22.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 103'000 | 103'000 | 105'138 | 105'138 | 96'312 CHF | 97'363 CHF | 100.00% | 100.00% |
21.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 107'000 | 107'000 | 107'303 | 107'303 | 93'706 CHF | 94'780 CHF | 100.00% | 100.00% |
17.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 105'000 | 105'000 | 105'578 | 105'578 | 95'824 CHF | 96'880 CHF | 100.00% | 100.00% |
16.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 107'000 | 107'000 | 107'429 | 107'429 | 95'086 CHF | 96'161 CHF | 100.00% | 100.00% |
15.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 107'000 | 107'000 | 105'956 | 105'956 | 95'923 CHF | 96'985 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 103'000 | 103'000 | 105'422 | 105'422 | 97'033 CHF | 98'088 CHF | 99.99% | 99.99% |
13.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 92'391 CHF | 93'498 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 111'000 | 111'000 | 109'504 | 109'504 | 93'864 CHF | 94'959 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 111'000 | 111'000 | 110'981 | 110'981 | 94'181 CHF | 95'291 CHF | 99.06% | 99.06% |