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 | 1.09% | 0.91 CHF | 0.92 CHF | 110'000 | 110'000 | 109'914 | 109'914 | 100'139 CHF | 101'239 CHF | 99.75% | 99.75% |
15.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 110'000 | 110'000 | 109'742 | 109'742 | 102'975 CHF | 104'075 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 100'999 CHF | 102'099 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 98'707 CHF | 99'906 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 92'324 CHF | 93'524 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 81'403 CHF | 82'603 CHF | 99.08% | 99.08% |
07.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 121'841 | 121'841 | 79'645 CHF | 80'864 CHF | 99.81% | 99.81% |
06.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 79'016 CHF | 80'316 CHF | 100.00% | 100.00% |
03.05.2024 | 1.41% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 122'710 | 122'710 | 87'388 CHF | 88'615 CHF | 98.99% | 98.99% |
02.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'985 CHF | 93'185 CHF | 100.00% | 100.00% |