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 | 1.03% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 80'425 | 80'425 | 79'431 CHF | 80'238 CHF | 100.00% | 100.00% |
15.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 180'000 | 180'000 | 80'316 | 80'316 | 79'686 CHF | 80'492 CHF | 99.90% | 99.90% |
14.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 180'000 | 180'000 | 80'436 | 80'436 | 79'391 CHF | 80'198 CHF | 99.89% | 99.89% |
13.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 180'000 | 180'000 | 80'587 | 80'587 | 79'940 CHF | 80'748 CHF | 99.88% | 99.88% |
10.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 80'508 | 80'508 | 79'091 CHF | 79'898 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 180'000 | 180'000 | 80'194 | 80'194 | 82'175 CHF | 82'978 CHF | 98.19% | 98.19% |
07.05.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 180'000 | 180'000 | 59'545 | 59'545 | 59'315 CHF | 59'912 CHF | 99.89% | 99.89% |
06.05.2024 | 1.06% | 1.00 CHF | 1.01 CHF | 180'000 | 180'000 | 70'040 | 70'040 | 69'175 CHF | 69'883 CHF | 97.85% | 97.85% |
03.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 180'000 | 180'000 | 80'431 | 80'431 | 79'156 CHF | 79'962 CHF | 99.99% | 99.99% |
02.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 180'000 | 180'000 | 80'072 | 80'072 | 81'917 CHF | 82'719 CHF | 98.61% | 98.61% |