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 | 1.04% | 0.96 CHF | 0.97 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 105'372 CHF | 106'472 CHF | 99.75% | 99.75% |
15.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 110'000 | 110'000 | 109'744 | 109'744 | 108'158 CHF | 109'258 CHF | 99.99% | 99.99% |
14.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 106'194 CHF | 107'294 CHF | 100.00% | 100.00% |
13.05.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 104'396 CHF | 105'595 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'953 CHF | 99'153 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 120'000 | 120'000 | 119'976 | 119'976 | 87'104 CHF | 88'304 CHF | 99.08% | 99.08% |
07.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 121'841 | 121'841 | 85'266 CHF | 86'485 CHF | 99.80% | 99.80% |
06.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 85'223 CHF | 86'523 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.69 CHF | 0.70 CHF | 130'000 | 130'000 | 122'709 | 122'709 | 93'249 CHF | 94'476 CHF | 99.05% | 99.05% |
02.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'636 CHF | 98'836 CHF | 100.00% | 100.00% |