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 | 1.29% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'923 CHF | 45'518 CHF | 97.72% | 97.72% |
15.05.2024 | 1.33% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 49'760 | 54'519 CHF | 45'815 CHF | 98.90% | 98.90% |
14.05.2024 | 1.26% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'650 CHF | 45'274 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'742 CHF | 44'517 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'320 CHF | 45'839 CHF | 100.00% | 100.00% |
08.05.2024 | 1.42% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'016 CHF | 45'658 CHF | 98.83% | 98.83% |
07.05.2024 | 1.52% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'165 CHF | 44'985 CHF | 97.06% | 97.06% |
06.05.2024 | 1.48% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'643 CHF | 44'522 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'568 CHF | 45'241 CHF | 97.94% | 97.94% |
02.05.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'644 CHF | 44'408 CHF | 99.40% | 99.40% |