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 | 0.93% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 107'174 | 107'174 | 116'766 CHF | 117'842 CHF | 100.00% | 100.00% |
15.05.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 106'641 | 106'641 | 115'470 CHF | 116'541 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 235'000 | 235'000 | 105'387 | 105'387 | 113'233 CHF | 114'289 CHF | 100.00% | 100.00% |
13.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 240'000 | 240'000 | 107'422 | 107'422 | 118'216 CHF | 119'293 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 240'000 | 240'000 | 106'341 | 106'341 | 114'548 CHF | 115'613 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 235'000 | 235'000 | 104'385 | 104'385 | 111'726 CHF | 112'772 CHF | 98.39% | 98.39% |
07.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 235'000 | 235'000 | 105'277 | 105'277 | 111'726 CHF | 112'782 CHF | 98.97% | 98.97% |
06.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 240'000 | 240'000 | 107'852 | 107'852 | 116'379 CHF | 117'459 CHF | 98.97% | 98.97% |
03.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 106'982 | 106'982 | 115'917 CHF | 116'989 CHF | 99.99% | 99.99% |
02.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 240'000 | 240'000 | 107'354 | 107'354 | 119'531 CHF | 120'606 CHF | 100.00% | 100.00% |