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 | 1.00% | 1.01 CHF | 1.02 CHF | 65'000 | 65'000 | 64'920 | 64'920 | 64'522 CHF | 65'172 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 65'000 | 65'000 | 61'820 | 61'820 | 63'498 CHF | 64'117 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 64'471 CHF | 65'097 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 64'398 CHF | 65'048 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 63'494 CHF | 64'144 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 63'597 CHF | 64'247 CHF | 99.08% | 99.08% |
07.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 65'000 | 65'000 | 64'950 | 64'950 | 63'647 CHF | 64'297 CHF | 99.91% | 99.91% |
06.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 62'525 CHF | 63'175 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 61'915 CHF | 62'565 CHF | 99.99% | 99.99% |
02.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 60'171 CHF | 60'821 CHF | 100.00% | 100.00% |