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 | 0.88% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 107'172 | 107'172 | 124'044 CHF | 125'120 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 106'643 | 106'643 | 122'507 CHF | 123'577 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 235'000 | 235'000 | 105'376 | 105'376 | 120'522 CHF | 121'579 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 240'000 | 240'000 | 107'422 | 107'422 | 125'386 CHF | 126'463 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 106'342 | 106'342 | 121'664 CHF | 122'729 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 235'000 | 235'000 | 104'388 | 104'388 | 118'868 CHF | 119'914 CHF | 98.40% | 98.40% |
07.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 235'000 | 235'000 | 105'278 | 105'278 | 118'824 CHF | 119'880 CHF | 98.97% | 98.97% |
06.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 107'770 | 107'770 | 123'254 CHF | 124'334 CHF | 99.13% | 99.13% |
03.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 106'990 | 106'990 | 122'900 CHF | 123'972 CHF | 99.99% | 99.99% |
02.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 240'000 | 240'000 | 107'340 | 107'340 | 126'649 CHF | 127'724 CHF | 99.99% | 99.99% |