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 | 1.03% | 1'061.00 CHF | 1'072.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'501'300 CHF | 3'537'600 CHF | 99.73% | 99.73% |
15.05.2024 | 1.04% | 1'056.00 CHF | 1'067.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'475'850 CHF | 3'512'150 CHF | 98.05% | 98.05% |
14.05.2024 | 1.05% | 1'051.00 CHF | 1'062.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'454'190 CHF | 3'490'490 CHF | 98.85% | 98.85% |
13.05.2024 | 1.05% | 1'046.00 CHF | 1'057.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'451'820 CHF | 3'488'120 CHF | 99.66% | 99.66% |
10.05.2024 | 1.05% | 1'046.00 CHF | 1'057.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'451'090 CHF | 3'487'390 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 1'036.00 CHF | 1'047.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'418'800 CHF | 3'455'100 CHF | 97.57% | 97.57% |
07.05.2024 | 1.06% | 1'031.00 CHF | 1'042.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'395'450 CHF | 3'431'750 CHF | 99.63% | 99.63% |
06.05.2024 | 1.07% | 1'021.00 CHF | 1'032.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'369'440 CHF | 3'405'740 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 1'016.00 CHF | 1'027.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'356'520 CHF | 3'392'820 CHF | 99.83% | 99.83% |
02.05.2024 | 1.08% | 1'011.00 CHF | 1'022.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 3'349'410 CHF | 3'385'710 CHF | 100.00% | 100.00% |