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 | 1.33% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'679 | 50'000 | 51'936 CHF | 43'385 CHF | 97.72% | 97.72% |
15.05.2024 | 1.46% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 49'760 | 51'918 CHF | 43'685 CHF | 98.90% | 98.90% |
14.05.2024 | 1.86% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 62'087 | 50'000 | 52'544 CHF | 43'138 CHF | 100.00% | 100.00% |
13.05.2024 | 1.60% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 66'939 | 50'000 | 55'678 CHF | 42'308 CHF | 100.00% | 100.00% |
10.05.2024 | 1.34% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'001 | 50'000 | 51'670 CHF | 43'636 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 62'304 | 50'000 | 53'376 CHF | 43'410 CHF | 98.83% | 98.83% |
07.05.2024 | 1.27% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 50'567 CHF | 42'679 CHF | 96.43% | 96.43% |
06.05.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 65'655 | 50'000 | 54'762 CHF | 42'277 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 62'169 | 50'000 | 52'771 CHF | 43'106 CHF | 97.94% | 97.94% |
02.05.2024 | 1.34% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 68'045 | 50'000 | 56'525 CHF | 42'125 CHF | 99.40% | 99.40% |