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 | 1.46% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 59'947 | 59'947 | 40'894 CHF | 41'494 CHF | 100.00% | 100.00% |
15.05.2024 | 1.82% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 59'879 | 59'879 | 32'751 CHF | 33'351 CHF | 100.00% | 100.00% |
14.05.2024 | 1.49% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 59'988 | 59'988 | 40'041 CHF | 40'641 CHF | 99.99% | 99.99% |
13.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'179 CHF | 49'779 CHF | 100.00% | 100.00% |
10.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 50'606 CHF | 51'206 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 59'985 | 59'985 | 53'269 CHF | 53'869 CHF | 99.29% | 99.29% |
07.05.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 59'948 | 59'948 | 47'393 CHF | 47'993 CHF | 100.00% | 100.00% |
06.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'784 CHF | 48'384 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'172 CHF | 39'772 CHF | 100.00% | 100.00% |
02.05.2024 | 1.31% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'642 CHF | 46'242 CHF | 100.00% | 100.00% |