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 | 0.82% | 1.21 CHF | 1.22 CHF | 98'000 | 98'000 | 97'987 | 97'987 | 119'431 CHF | 120'412 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 99'370 | 99'370 | 117'898 CHF | 118'893 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 99'268 | 99'268 | 118'242 CHF | 119'235 CHF | 99.99% | 99.99% |
13.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 108'000 | 108'000 | 107'995 | 107'995 | 94'399 CHF | 95'479 CHF | 99.86% | 99.86% |
10.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 90'699 CHF | 91'783 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 90'266 CHF | 91'360 CHF | 98.93% | 98.93% |
07.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 110'000 | 110'000 | 109'941 | 109'941 | 86'563 CHF | 87'663 CHF | 99.89% | 99.89% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 86'372 CHF | 87'473 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 83'696 CHF | 84'813 CHF | 99.94% | 99.94% |
02.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 82'670 CHF | 83'790 CHF | 98.19% | 98.19% |