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 | 1.32% | 0.76 CHF | 0.77 CHF | 110'000 | 110'000 | 109'389 | 109'389 | 83'269 CHF | 84'369 CHF | 100.00% | 100.00% |
22.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 83'292 CHF | 84'392 CHF | 100.00% | 100.00% |
21.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'914 | 109'914 | 85'691 CHF | 86'791 CHF | 100.00% | 100.00% |
17.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 85'934 CHF | 87'034 CHF | 99.33% | 99.33% |
16.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'923 | 109'923 | 84'904 CHF | 86'004 CHF | 99.75% | 99.75% |
15.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 109'782 | 109'782 | 81'717 CHF | 82'817 CHF | 100.00% | 100.00% |
14.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 83'966 CHF | 85'066 CHF | 100.00% | 100.00% |
13.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 119'891 | 119'891 | 102'433 CHF | 103'631 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 108'701 CHF | 109'901 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 119'979 | 119'979 | 119'457 CHF | 120'657 CHF | 99.08% | 99.08% |