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 | 1.03% | 0.97 CHF | 0.98 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 110'562 CHF | 111'707 CHF | 99.33% | 99.33% |
16.05.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 115'000 | 115'000 | 114'389 | 114'389 | 108'770 CHF | 109'916 CHF | 100.00% | 100.00% |
15.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 115'000 | 115'000 | 114'303 | 114'303 | 100'478 CHF | 101'624 CHF | 100.00% | 100.00% |
14.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 115'000 | 115'000 | 114'492 | 114'492 | 104'577 CHF | 105'722 CHF | 100.00% | 100.00% |
13.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 106'913 CHF | 108'059 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 107'321 CHF | 108'466 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 96'016 CHF | 97'115 CHF | 99.09% | 99.09% |
07.05.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 110'000 | 110'000 | 114'124 | 114'124 | 93'885 CHF | 95'027 CHF | 99.94% | 99.94% |
06.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 87'044 CHF | 88'189 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 81'630 CHF | 82'775 CHF | 99.99% | 99.99% |