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 | 1.11% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'221 CHF | 104'376 CHF | 98.70% | 98.70% |
15.05.2024 | 1.07% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 74'491 | 74'491 | 101'352 CHF | 102'439 CHF | 98.94% | 98.94% |
14.05.2024 | 1.02% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'565 CHF | 99'579 CHF | 99.32% | 99.32% |
13.05.2024 | 1.04% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'637 CHF | 100'676 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'142 CHF | 96'089 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'082 CHF | 88'075 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'899 CHF | 92'847 CHF | 98.92% | 98.92% |
06.05.2024 | 1.10% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'970 CHF | 86'920 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'662 CHF | 113'694 CHF | 93.74% | 93.74% |
02.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'676 CHF | 102'676 CHF | 98.56% | 98.56% |