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 | 1.05% | 0.94 CHF | 0.95 CHF | 101'000 | 101'000 | 100'718 | 100'718 | 95'855 CHF | 96'863 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 101'000 | 101'000 | 102'143 | 102'143 | 101'429 CHF | 102'452 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 105'000 | 105'000 | 106'317 | 106'317 | 117'260 CHF | 118'323 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 112'000 | 112'000 | 111'529 | 111'529 | 137'380 CHF | 138'496 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 111'000 | 111'000 | 111'446 | 111'446 | 137'324 CHF | 138'439 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 112'000 | 112'000 | 112'175 | 112'175 | 140'482 CHF | 141'604 CHF | 99.06% | 99.06% |
07.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 112'000 | 112'000 | 113'158 | 113'158 | 144'261 CHF | 145'394 CHF | 99.60% | 99.60% |
06.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 114'000 | 114'000 | 114'797 | 114'797 | 150'189 CHF | 151'337 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 114'000 | 114'000 | 113'848 | 113'848 | 146'737 CHF | 147'876 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 116'000 | 116'000 | 116'185 | 116'185 | 155'885 CHF | 157'047 CHF | 100.00% | 100.00% |