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 | 1.07% | 0.93 CHF | 0.94 CHF | 110'000 | 110'000 | 109'923 | 109'923 | 101'937 CHF | 103'037 CHF | 99.75% | 99.75% |
15.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 110'000 | 110'000 | 109'789 | 109'789 | 98'638 CHF | 99'738 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 100'993 CHF | 102'093 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'891 | 119'891 | 120'918 CHF | 122'117 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 127'448 CHF | 128'648 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 120'000 | 120'000 | 119'979 | 119'979 | 138'037 CHF | 139'237 CHF | 99.09% | 99.09% |
07.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 120'000 | 120'000 | 121'848 | 121'848 | 143'308 CHF | 144'527 CHF | 99.94% | 99.94% |
06.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 158'389 CHF | 159'689 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 130'000 | 130'000 | 122'710 | 122'710 | 136'888 CHF | 138'115 CHF | 99.04% | 99.04% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 127'852 CHF | 129'052 CHF | 100.00% | 100.00% |