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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 142'863 CHF | 144'008 CHF | 99.33% | 99.33% |
16.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 115'000 | 115'000 | 114'389 | 114'389 | 140'925 CHF | 142'070 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 115'000 | 115'000 | 114'304 | 114'304 | 132'541 CHF | 133'687 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 115'000 | 115'000 | 114'492 | 114'492 | 136'694 CHF | 137'839 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 138'958 CHF | 140'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 139'315 CHF | 140'461 CHF | 99.99% | 99.99% |
08.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 110'000 | 110'000 | 109'886 | 109'886 | 126'718 CHF | 127'817 CHF | 99.09% | 99.09% |
07.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 125'778 CHF | 126'920 CHF | 99.94% | 99.94% |
06.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 118'940 CHF | 120'085 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 113'543 CHF | 114'688 CHF | 99.96% | 99.96% |