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 | 0.86% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'536 CHF | 87'286 CHF | 99.88% | 99.88% |
15.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'405 CHF | 87'155 CHF | 99.37% | 99.37% |
14.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'613 CHF | 85'363 CHF | 92.27% | 92.27% |
13.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'874 CHF | 85'624 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'931 CHF | 86'681 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'302 CHF | 78'052 CHF | 100.00% | 100.00% |
07.05.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'394 CHF | 71'144 CHF | 100.00% | 100.00% |
06.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'884 CHF | 65'634 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'422 CHF | 61'172 CHF | 97.87% | 97.87% |
02.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'384 CHF | 59'134 CHF | 100.00% | 100.00% |