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 | 0.83% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 119'404 | 119'404 | 143'006 CHF | 144'201 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 119'224 | 119'224 | 140'428 CHF | 141'623 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 119'464 | 119'464 | 139'936 CHF | 141'131 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 142'811 CHF | 144'008 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 124'000 | 124'000 | 119'811 | 119'811 | 142'660 CHF | 143'858 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 140'127 CHF | 141'322 CHF | 99.25% | 99.25% |
07.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 120'000 | 120'000 | 116'427 | 116'427 | 141'546 CHF | 142'711 CHF | 98.94% | 98.94% |
06.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 146'661 CHF | 147'856 CHF | 99.10% | 99.10% |
03.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 146'866 CHF | 148'061 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 148'448 CHF | 149'643 CHF | 100.00% | 100.00% |