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 | 0.88% | 1.14 CHF | 1.15 CHF | 110'000 | 110'000 | 109'915 | 109'915 | 124'635 CHF | 125'735 CHF | 99.75% | 99.75% |
15.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 110'000 | 110'000 | 109'742 | 109'742 | 127'462 CHF | 128'562 CHF | 99.99% | 99.99% |
14.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 125'398 CHF | 126'498 CHF | 100.00% | 100.00% |
13.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 125'294 CHF | 126'493 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'832 CHF | 120'032 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 119'976 | 119'976 | 107'956 CHF | 109'156 CHF | 99.08% | 99.08% |
07.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 121'816 | 121'839 | 106'524 CHF | 107'763 CHF | 99.81% | 99.81% |
06.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 107'790 CHF | 109'090 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 114'521 CHF | 115'748 CHF | 99.00% | 99.00% |
02.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'442 CHF | 119'642 CHF | 100.00% | 100.00% |