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 | 0.98% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 111'400 CHF | 112'500 CHF | 99.75% | 99.75% |
15.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 110'000 | 110'000 | 109'765 | 109'765 | 114'241 CHF | 115'341 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 112'158 CHF | 113'258 CHF | 100.00% | 100.00% |
13.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 110'876 CHF | 112'075 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 104'538 CHF | 105'738 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 119'978 | 119'978 | 93'666 CHF | 94'866 CHF | 99.08% | 99.08% |
07.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 121'794 | 121'794 | 91'983 CHF | 93'202 CHF | 99.94% | 99.94% |
06.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 92'200 CHF | 93'500 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 122'706 | 122'706 | 99'807 CHF | 101'034 CHF | 99.00% | 99.00% |
02.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 104'138 CHF | 105'338 CHF | 100.00% | 100.00% |