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 | 0.86% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 119'407 | 119'407 | 138'167 CHF | 139'362 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 120'000 | 120'000 | 119'223 | 119'223 | 135'603 CHF | 136'798 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 135'015 CHF | 136'210 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 137'892 CHF | 139'089 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 137'757 CHF | 138'955 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 120'000 | 120'000 | 119'478 | 119'478 | 135'207 CHF | 136'402 CHF | 99.25% | 99.25% |
07.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 116'427 | 116'427 | 136'597 CHF | 137'762 CHF | 98.94% | 98.94% |
06.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 120'000 | 120'000 | 119'500 | 119'500 | 141'791 CHF | 142'986 CHF | 98.93% | 98.93% |
03.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 141'979 CHF | 143'174 CHF | 99.97% | 99.97% |
02.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 143'537 CHF | 144'732 CHF | 100.00% | 100.00% |