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 | 0.85% | 1.17 CHF | 1.18 CHF | 85'000 | 85'000 | 84'999 | 84'997 | 99'977 CHF | 100'823 CHF | 99.88% | 99.88% |
15.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 84'615 CHF | 85'465 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 78'627 CHF | 79'477 CHF | 99.79% | 99.79% |
13.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 84'406 CHF | 85'256 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 85'000 | 85'000 | 84'997 | 85'000 | 83'203 CHF | 84'056 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 76'862 CHF | 77'712 CHF | 100.00% | 100.00% |
07.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 73'782 CHF | 74'632 CHF | 99.83% | 99.83% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 70'754 CHF | 71'604 CHF | 99.78% | 99.78% |
03.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 66'369 CHF | 67'218 CHF | 100.00% | 100.00% |
02.05.2024 | 1.19% | 0.75 CHF | 0.76 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 70'908 CHF | 71'758 CHF | 100.00% | 100.00% |