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 | 0.71% | 1.39 CHF | 1.40 CHF | 98'000 | 98'000 | 97'987 | 97'987 | 136'943 CHF | 137'924 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 99'368 | 99'368 | 135'647 CHF | 136'643 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 99'268 | 99'268 | 135'968 CHF | 136'960 CHF | 99.99% | 99.99% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 108'000 | 108'000 | 107'995 | 107'995 | 113'319 CHF | 114'399 CHF | 99.87% | 99.87% |
10.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 109'621 CHF | 110'705 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 109'351 CHF | 110'445 CHF | 98.93% | 98.93% |
07.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 110'000 | 110'000 | 109'941 | 109'941 | 105'635 CHF | 106'735 CHF | 99.90% | 99.90% |
06.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 105'521 CHF | 106'622 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 103'016 CHF | 104'134 CHF | 100.00% | 100.00% |
02.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 102'042 CHF | 103'162 CHF | 98.23% | 98.23% |