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 | 1.08% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 36'519 | 55'257 CHF | 34'003 CHF | 99.67% | 99.67% |
15.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 60'000 | 60'000 | 60'000 | 36'550 | 53'707 CHF | 33'015 CHF | 99.17% | 99.17% |
14.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 60'000 | 36'546 | 51'230 CHF | 31'592 CHF | 98.91% | 98.91% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 60'000 | 68'059 | 36'497 | 56'048 CHF | 30'627 CHF | 99.57% | 99.57% |
10.05.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 36'394 | 54'278 CHF | 33'079 CHF | 98.60% | 98.60% |
08.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 70'000 | 36'292 | 56'357 CHF | 29'640 CHF | 98.52% | 98.52% |
07.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70'000 | 60'000 | 70'000 | 36'471 | 54'819 CHF | 29'005 CHF | 97.43% | 97.43% |
06.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 60'000 | 70'000 | 36'481 | 56'074 CHF | 29'591 CHF | 98.42% | 98.42% |
03.05.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70'000 | 60'000 | 70'000 | 36'396 | 53'744 CHF | 28'185 CHF | 98.91% | 98.91% |
02.05.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 70'000 | 60'000 | 70'017 | 37'017 | 52'177 CHF | 28'020 CHF | 92.59% | 92.59% |