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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 240'000 | 240'000 | 105'830 | 105'830 | 105'119 CHF | 106'182 CHF | 99.90% | 99.90% |
22.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 235'000 | 235'000 | 105'679 | 105'679 | 104'051 CHF | 105'110 CHF | 100.00% | 100.00% |
21.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 240'000 | 240'000 | 107'935 | 107'935 | 107'035 CHF | 108'117 CHF | 98.31% | 98.31% |
17.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 240'000 | 240'000 | 107'317 | 107'317 | 106'187 CHF | 107'262 CHF | 99.89% | 99.89% |
16.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 240'000 | 240'000 | 107'174 | 107'174 | 105'026 CHF | 106'102 CHF | 100.00% | 100.00% |
15.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 240'000 | 240'000 | 106'645 | 106'645 | 103'791 CHF | 104'862 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 235'000 | 235'000 | 105'382 | 105'382 | 101'639 CHF | 102'696 CHF | 100.00% | 100.00% |
13.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 240'000 | 240'000 | 107'424 | 107'424 | 106'429 CHF | 107'505 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 240'000 | 240'000 | 106'340 | 106'340 | 102'854 CHF | 103'919 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 235'000 | 235'000 | 104'387 | 104'387 | 100'239 CHF | 101'285 CHF | 98.39% | 98.39% |