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 | 0.78% | 1.28 CHF | 1.29 CHF | 98'000 | 98'000 | 97'991 | 97'991 | 125'907 CHF | 126'887 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 124'412 CHF | 125'408 CHF | 99.99% | 99.99% |
14.05.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'268 | 99'268 | 124'774 CHF | 125'767 CHF | 99.99% | 99.99% |
13.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 108'000 | 108'000 | 107'995 | 107'995 | 101'138 CHF | 102'218 CHF | 99.85% | 99.85% |
10.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 97'306 CHF | 98'390 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 97'014 CHF | 98'109 CHF | 98.93% | 98.93% |
07.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 110'000 | 110'000 | 109'917 | 109'917 | 93'262 CHF | 94'362 CHF | 99.89% | 99.89% |
06.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 93'055 CHF | 94'156 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 90'491 CHF | 91'609 CHF | 99.99% | 99.99% |
02.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 89'378 CHF | 90'498 CHF | 98.21% | 98.21% |