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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 230'000 | 230'000 | 102'909 | 102'909 | 107'320 CHF | 108'353 CHF | 100.00% | 100.00% |
22.05.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 230'000 | 230'000 | 104'069 | 104'069 | 105'742 CHF | 106'785 CHF | 100.00% | 100.00% |
21.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 240'000 | 240'000 | 106'161 | 106'161 | 107'221 CHF | 108'285 CHF | 99.43% | 99.43% |
17.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 230'000 | 230'000 | 103'521 | 103'521 | 108'250 CHF | 109'287 CHF | 99.33% | 99.33% |
16.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 230'000 | 230'000 | 102'938 | 102'938 | 113'087 CHF | 114'120 CHF | 99.99% | 99.99% |
15.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 230'000 | 230'000 | 103'066 | 103'066 | 108'713 CHF | 109'747 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 230'000 | 230'000 | 107'079 | 107'079 | 107'121 CHF | 108'195 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 240'000 | 240'000 | 104'883 | 104'883 | 109'689 CHF | 110'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 230'000 | 230'000 | 103'169 | 103'169 | 112'200 CHF | 113'234 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.08 CHF | 1.09 CHF | 230'000 | 230'000 | 103'351 | 103'351 | 107'578 CHF | 108'614 CHF | 99.15% | 99.15% |