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 | 0.95% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 107'169 | 107'169 | 114'250 CHF | 115'325 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 106'646 | 106'646 | 112'677 CHF | 113'748 CHF | 100.00% | 100.00% |
14.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 235'000 | 235'000 | 105'380 | 105'380 | 110'707 CHF | 111'764 CHF | 100.00% | 100.00% |
13.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 107'422 | 107'422 | 115'465 CHF | 116'541 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 106'342 | 106'342 | 111'990 CHF | 113'056 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 235'000 | 235'000 | 104'389 | 104'389 | 109'243 CHF | 110'289 CHF | 98.39% | 98.39% |
07.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 235'000 | 235'000 | 105'280 | 105'280 | 108'958 CHF | 110'014 CHF | 98.97% | 98.97% |
06.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 107'787 | 107'787 | 113'459 CHF | 114'539 CHF | 99.11% | 99.11% |
03.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 106'969 | 106'969 | 113'022 CHF | 114'094 CHF | 99.98% | 99.98% |
02.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 107'353 | 107'353 | 116'739 CHF | 117'815 CHF | 100.00% | 100.00% |