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 | 0.95% | 1.09 CHF | 1.10 CHF | 15'000 | 15'000 | 14'741 | 14'741 | 15'381 CHF | 15'528 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'442 CHF | 16'592 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'724 CHF | 15'874 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'363 CHF | 15'513 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'761 CHF | 14'911 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'732 CHF | 14'882 CHF | 100.00% | 100.00% |
07.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'825 CHF | 14'975 CHF | 100.00% | 100.00% |
06.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'663 CHF | 14'813 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'546 CHF | 14'696 CHF | 100.00% | 100.00% |
02.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 15'000 | 15'000 | 11'749 | 11'749 | 12'834 CHF | 12'952 CHF | 100.00% | 100.00% |