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 | 1.39% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'252 CHF | 48'377 CHF | 97.72% | 97.72% |
15.05.2024 | 1.30% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 49'760 | 57'889 CHF | 48'629 CHF | 98.90% | 98.90% |
14.05.2024 | 1.44% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'766 CHF | 47'990 CHF | 100.00% | 100.00% |
13.05.2024 | 1.23% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'901 CHF | 47'160 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'658 CHF | 48'607 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 58'636 | 50'000 | 56'062 CHF | 48'391 CHF | 98.83% | 98.83% |
07.05.2024 | 1.19% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'539 CHF | 47'678 CHF | 96.43% | 96.43% |
06.05.2024 | 1.31% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'942 CHF | 47'234 CHF | 100.00% | 100.00% |
03.05.2024 | 1.37% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'850 CHF | 48'030 CHF | 97.94% | 97.94% |
02.05.2024 | 1.38% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'750 CHF | 47'104 CHF | 99.40% | 99.40% |