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 | 120'000 | 120'000 | 119'405 | 119'405 | 125'657 CHF | 126'853 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'220 | 119'220 | 122'856 CHF | 124'051 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'464 | 119'464 | 122'275 CHF | 123'470 CHF | 100.00% | 100.00% |
13.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 125'195 CHF | 126'391 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 124'000 | 124'000 | 119'811 | 119'811 | 125'230 CHF | 126'428 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 119'478 | 119'478 | 122'734 CHF | 123'929 CHF | 99.25% | 99.25% |
07.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 120'000 | 120'000 | 116'428 | 116'428 | 124'563 CHF | 125'729 CHF | 98.94% | 98.94% |
06.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 129'405 CHF | 130'600 CHF | 99.13% | 99.13% |
03.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 129'331 CHF | 130'526 CHF | 99.99% | 99.99% |
02.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 130'843 CHF | 132'038 CHF | 99.99% | 99.99% |