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 | 1.01% | 0.95 CHF | 0.96 CHF | 235'000 | 235'000 | 229'911 | 229'911 | 225'896 CHF | 228'197 CHF | 100.00% | 100.00% |
15.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 230'000 | 230'000 | 228'524 | 228'524 | 233'868 CHF | 236'159 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 230'000 | 230'000 | 230'003 | 230'003 | 226'568 CHF | 228'869 CHF | 100.00% | 100.00% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 230'000 | 230'000 | 233'073 | 233'073 | 228'624 CHF | 230'955 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 235'000 | 235'000 | 230'319 | 230'319 | 229'553 CHF | 231'856 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 235'000 | 235'000 | 233'980 | 233'980 | 216'255 CHF | 218'595 CHF | 99.14% | 99.14% |
07.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 235'000 | 235'000 | 233'877 | 233'877 | 217'462 CHF | 219'802 CHF | 99.82% | 99.82% |
06.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 220'093 CHF | 222'433 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 235'000 | 235'000 | 234'043 | 234'043 | 218'876 CHF | 221'216 CHF | 100.00% | 100.00% |
02.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 219'916 CHF | 222'256 CHF | 99.99% | 99.99% |