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 | 1.61% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'338 CHF | 37'988 CHF | 97.72% | 97.72% |
15.05.2024 | 1.51% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'760 | 53'053 CHF | 38'278 CHF | 98.90% | 98.90% |
14.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'091 CHF | 37'718 CHF | 100.00% | 100.00% |
13.05.2024 | 1.80% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 73'352 | 50'000 | 53'281 CHF | 37'017 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'691 CHF | 38'289 CHF | 100.00% | 100.00% |
08.05.2024 | 1.69% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'519 CHF | 38'158 CHF | 98.83% | 98.83% |
07.05.2024 | 2.00% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'439 CHF | 37'485 CHF | 97.06% | 97.06% |
06.05.2024 | 1.82% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 70'902 | 50'000 | 51'512 CHF | 37'002 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'449 | 50'000 | 52'315 CHF | 37'679 CHF | 97.94% | 97.94% |
02.05.2024 | 2.06% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 71'415 | 50'000 | 51'625 CHF | 36'908 CHF | 99.40% | 99.40% |