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 | 1.22% | 0.82 CHF | 0.83 CHF | 120'000 | 120'000 | 119'405 | 119'405 | 97'223 CHF | 98'418 CHF | 100.00% | 100.00% |
15.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 119'225 | 119'225 | 94'749 CHF | 95'944 CHF | 100.00% | 100.00% |
14.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 93'926 CHF | 95'121 CHF | 99.99% | 99.99% |
13.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 96'726 CHF | 97'923 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 96'787 CHF | 97'985 CHF | 100.00% | 100.00% |
08.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 94'342 CHF | 95'537 CHF | 99.25% | 99.25% |
07.05.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 116'429 | 116'429 | 96'835 CHF | 98'000 CHF | 98.93% | 98.93% |
06.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 101'052 CHF | 102'247 CHF | 99.09% | 99.09% |
03.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 101'117 CHF | 102'312 CHF | 99.98% | 99.98% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 102'548 CHF | 103'743 CHF | 100.00% | 100.00% |