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 | 1.18% | 0.84 CHF | 0.85 CHF | 105'000 | 105'000 | 104'292 | 104'292 | 88'775 CHF | 89'824 CHF | 99.99% | 99.99% |
22.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 103'000 | 103'000 | 105'138 | 105'138 | 88'571 CHF | 89'622 CHF | 100.00% | 100.00% |
21.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 107'000 | 107'000 | 107'301 | 107'301 | 85'815 CHF | 86'889 CHF | 100.00% | 100.00% |
17.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 105'000 | 105'000 | 105'578 | 105'578 | 87'928 CHF | 88'984 CHF | 100.00% | 100.00% |
16.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 107'000 | 107'000 | 107'428 | 107'428 | 87'157 CHF | 88'232 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 107'000 | 107'000 | 105'953 | 105'953 | 88'165 CHF | 89'227 CHF | 100.00% | 100.00% |
14.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 103'000 | 103'000 | 105'420 | 105'420 | 89'328 CHF | 90'382 CHF | 99.99% | 99.99% |
13.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 109'000 | 109'000 | 110'699 | 110'699 | 84'304 CHF | 85'411 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 111'000 | 111'000 | 109'503 | 109'503 | 85'219 CHF | 86'314 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 111'000 | 111'000 | 110'981 | 110'981 | 85'372 CHF | 86'482 CHF | 99.06% | 99.06% |