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 | 1.11% | 0.91 CHF | 0.92 CHF | 240'000 | 240'000 | 107'171 | 107'171 | 98'205 CHF | 99'281 CHF | 100.00% | 100.00% |
15.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 240'000 | 240'000 | 106'647 | 106'647 | 96'718 CHF | 97'788 CHF | 100.00% | 100.00% |
14.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 235'000 | 235'000 | 105'378 | 105'378 | 94'867 CHF | 95'923 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 240'000 | 240'000 | 107'424 | 107'424 | 99'353 CHF | 100'429 CHF | 100.00% | 100.00% |
10.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 240'000 | 240'000 | 106'342 | 106'342 | 96'036 CHF | 97'101 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 235'000 | 235'000 | 104'388 | 104'388 | 93'545 CHF | 94'591 CHF | 98.40% | 98.40% |
07.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 235'000 | 235'000 | 105'349 | 105'349 | 93'227 CHF | 94'283 CHF | 98.78% | 98.78% |
06.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 240'000 | 240'000 | 107'774 | 107'774 | 97'281 CHF | 98'361 CHF | 99.12% | 99.12% |
03.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 240'000 | 240'000 | 106'975 | 106'975 | 97'001 CHF | 98'072 CHF | 99.98% | 99.98% |
02.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 240'000 | 240'000 | 107'354 | 107'354 | 100'536 CHF | 101'611 CHF | 100.00% | 100.00% |