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 | 0.82% | 1.23 CHF | 1.24 CHF | 110'000 | 110'000 | 109'924 | 109'924 | 134'339 CHF | 135'439 CHF | 99.75% | 99.75% |
15.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 110'000 | 110'000 | 109'790 | 109'790 | 131'110 CHF | 132'210 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 133'344 CHF | 134'444 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 120'000 | 120'000 | 119'891 | 119'891 | 156'037 CHF | 157'236 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 162'426 CHF | 163'626 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 120'000 | 120'000 | 119'978 | 119'978 | 172'813 CHF | 174'013 CHF | 99.08% | 99.08% |
07.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 121'848 | 121'848 | 178'599 CHF | 179'819 CHF | 99.94% | 99.94% |
06.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 195'881 CHF | 197'181 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 130'000 | 130'000 | 122'704 | 122'704 | 172'434 CHF | 173'661 CHF | 99.04% | 99.04% |
02.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 162'768 CHF | 163'968 CHF | 100.00% | 100.00% |