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 | 1.50% | 0.65 CHF | 0.66 CHF | 101'000 | 101'000 | 100'718 | 100'718 | 66'728 CHF | 67'737 CHF | 100.00% | 100.00% |
15.05.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 101'000 | 101'000 | 102'143 | 102'143 | 71'887 CHF | 72'910 CHF | 100.00% | 100.00% |
14.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 105'000 | 105'000 | 106'317 | 106'317 | 86'505 CHF | 87'568 CHF | 100.00% | 100.00% |
13.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 112'000 | 112'000 | 111'529 | 111'529 | 105'123 CHF | 106'239 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 111'000 | 111'000 | 111'446 | 111'446 | 105'072 CHF | 106'186 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 112'000 | 112'000 | 112'175 | 112'175 | 108'040 CHF | 109'162 CHF | 99.06% | 99.06% |
07.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 112'000 | 112'000 | 113'160 | 113'160 | 111'560 CHF | 112'692 CHF | 99.60% | 99.60% |
06.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 114'000 | 114'000 | 114'798 | 114'798 | 117'012 CHF | 118'160 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 114'000 | 114'000 | 113'848 | 113'848 | 113'877 CHF | 115'015 CHF | 99.99% | 99.99% |
02.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 116'000 | 116'000 | 116'185 | 116'185 | 122'304 CHF | 123'466 CHF | 100.00% | 100.00% |