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 | 0.96% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 118'875 | 118'875 | 124'306 CHF | 125'496 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 118'876 | 118'876 | 123'420 CHF | 124'610 CHF | 100.00% | 100.00% |
14.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 118'871 | 118'871 | 120'573 CHF | 121'763 CHF | 99.30% | 99.30% |
13.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 118'865 | 118'871 | 121'371 CHF | 122'567 CHF | 99.74% | 99.74% |
10.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 119'184 | 119'184 | 118'099 CHF | 119'292 CHF | 99.30% | 99.30% |
08.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 119'790 | 119'790 | 112'212 CHF | 113'410 CHF | 99.37% | 99.37% |
07.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 118'726 | 118'718 | 115'122 CHF | 116'303 CHF | 99.63% | 99.63% |
06.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 120'000 | 120'000 | 118'829 | 118'829 | 110'592 CHF | 111'782 CHF | 97.83% | 97.83% |
03.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 119'590 | 119'590 | 110'113 CHF | 111'310 CHF | 98.48% | 98.48% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 119'447 | 119'447 | 103'407 CHF | 104'602 CHF | 98.50% | 98.50% |