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 | 0.90% | 1.08 CHF | 1.09 CHF | 115'000 | 115'000 | 114'385 | 114'385 | 126'806 CHF | 127'952 CHF | 99.68% | 99.68% |
15.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 115'000 | 115'000 | 114'300 | 114'300 | 118'425 CHF | 119'571 CHF | 99.05% | 99.05% |
14.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 115'000 | 115'000 | 114'493 | 114'493 | 122'649 CHF | 123'794 CHF | 99.93% | 99.93% |
13.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 124'872 CHF | 126'017 CHF | 99.85% | 99.85% |
10.05.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 125'238 CHF | 126'383 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 110'000 | 110'000 | 109'889 | 109'889 | 113'232 CHF | 114'331 CHF | 99.09% | 99.09% |
07.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 114'122 | 114'122 | 111'761 CHF | 112'903 CHF | 99.89% | 99.89% |
06.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 104'869 CHF | 106'015 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 115'000 | 115'000 | 114'524 | 114'524 | 99'572 CHF | 100'717 CHF | 99.67% | 99.67% |
02.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 103'819 CHF | 104'965 CHF | 99.99% | 99.99% |