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 | 0.91% | 1.10 CHF | 1.11 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 120'384 CHF | 121'484 CHF | 99.75% | 99.75% |
15.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 110'000 | 110'000 | 109'746 | 109'746 | 123'299 CHF | 124'399 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 121'185 CHF | 122'285 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 120'750 CHF | 121'949 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 114'464 CHF | 115'664 CHF | 100.00% | 100.00% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 103'377 CHF | 104'577 CHF | 99.08% | 99.08% |
07.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 121'794 | 121'794 | 101'920 CHF | 103'139 CHF | 99.94% | 99.94% |
06.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 102'872 CHF | 104'172 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.83 CHF | 0.84 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 109'846 CHF | 111'073 CHF | 99.05% | 99.05% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 113'850 CHF | 115'050 CHF | 100.00% | 100.00% |