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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 94'841 CHF | 96'091 CHF | 100.00% | 100.00% |
22.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 93'195 CHF | 94'445 CHF | 100.00% | 100.00% |
21.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 94'269 CHF | 95'519 CHF | 100.00% | 100.00% |
17.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 94'637 CHF | 95'887 CHF | 100.00% | 100.00% |
16.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'434 CHF | 98'684 CHF | 100.00% | 100.00% |
15.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'618 CHF | 98'868 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'308 CHF | 97'558 CHF | 92.24% | 92.24% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'342 CHF | 97'592 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'023 CHF | 98'273 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'739 CHF | 91'989 CHF | 100.00% | 100.00% |