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 | 1.15% | 0.88 CHF | 0.89 CHF | 126'000 | 126'000 | 125'429 | 125'429 | 109'851 CHF | 111'111 CHF | 100.00% | 100.00% |
22.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 126'000 | 126'000 | 127'653 | 127'653 | 106'863 CHF | 108'140 CHF | 100.00% | 100.00% |
21.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 128'000 | 128'000 | 127'485 | 127'485 | 107'743 CHF | 109'018 CHF | 95.99% | 95.99% |
17.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 128'000 | 128'000 | 128'025 | 128'025 | 105'862 CHF | 107'143 CHF | 100.00% | 100.00% |
16.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 128'000 | 128'000 | 125'977 | 125'977 | 110'517 CHF | 111'777 CHF | 100.00% | 100.00% |
15.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 126'000 | 126'000 | 126'718 | 126'718 | 108'314 CHF | 109'584 CHF | 100.00% | 100.00% |
14.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 128'000 | 128'000 | 128'397 | 128'397 | 103'677 CHF | 104'961 CHF | 99.98% | 99.98% |
13.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 128'000 | 128'000 | 127'444 | 127'444 | 107'806 CHF | 109'080 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 122'000 | 122'000 | 122'316 | 122'316 | 110'225 CHF | 111'448 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 126'000 | 126'000 | 125'537 | 125'537 | 103'468 CHF | 104'724 CHF | 99.25% | 99.25% |