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 | 1.18% | 0.86 CHF | 0.87 CHF | 240'000 | 240'000 | 107'172 | 107'172 | 92'388 CHF | 93'463 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 240'000 | 240'000 | 106'652 | 106'652 | 91'065 CHF | 92'136 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 235'000 | 235'000 | 105'385 | 105'385 | 89'049 CHF | 90'105 CHF | 100.00% | 100.00% |
13.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 240'000 | 240'000 | 107'424 | 107'424 | 93'680 CHF | 94'756 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 240'000 | 240'000 | 106'341 | 106'341 | 90'251 CHF | 91'316 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 235'000 | 235'000 | 104'387 | 104'387 | 87'787 CHF | 88'833 CHF | 98.39% | 98.39% |
07.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 235'000 | 235'000 | 105'350 | 105'350 | 87'686 CHF | 88'742 CHF | 98.77% | 98.77% |
06.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 240'000 | 240'000 | 107'863 | 107'863 | 91'731 CHF | 92'812 CHF | 98.95% | 98.95% |
03.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 240'000 | 240'000 | 106'996 | 106'996 | 91'419 CHF | 92'491 CHF | 100.00% | 100.00% |
02.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 240'000 | 240'000 | 107'353 | 107'353 | 94'822 CHF | 95'897 CHF | 100.00% | 100.00% |