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 | 1.18% | 0.85 CHF | 0.86 CHF | 110'000 | 110'000 | 109'915 | 109'915 | 93'124 CHF | 94'224 CHF | 99.75% | 99.75% |
15.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 110'000 | 110'000 | 109'761 | 109'761 | 89'870 CHF | 90'970 CHF | 99.99% | 99.99% |
14.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 92'191 CHF | 93'291 CHF | 100.00% | 100.00% |
13.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 111'194 CHF | 112'393 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 117'585 CHF | 118'785 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 119'975 | 119'975 | 128'095 CHF | 129'295 CHF | 99.09% | 99.09% |
07.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 120'000 | 120'000 | 121'839 | 121'839 | 133'153 CHF | 134'372 CHF | 99.81% | 99.81% |
06.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 147'422 CHF | 148'722 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 1.10 CHF | 1.11 CHF | 130'000 | 130'000 | 122'711 | 122'711 | 126'759 CHF | 127'986 CHF | 99.05% | 99.05% |
02.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'042 CHF | 119'242 CHF | 100.00% | 100.00% |