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 | 1.78% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 59'909 | 59'909 | 33'448 CHF | 34'048 CHF | 100.00% | 100.00% |
15.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 60'000 | 60'000 | 59'893 | 59'893 | 24'039 CHF | 24'639 CHF | 100.00% | 100.00% |
14.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 59'966 | 59'966 | 22'676 CHF | 23'276 CHF | 100.00% | 100.00% |
13.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'736 CHF | 27'336 CHF | 100.00% | 100.00% |
10.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'363 CHF | 27'963 CHF | 100.00% | 100.00% |
08.05.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'942 CHF | 23'542 CHF | 99.08% | 99.08% |
07.05.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 59'895 | 59'895 | 20'147 CHF | 20'747 CHF | 100.00% | 100.00% |
06.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'646 CHF | 19'246 CHF | 100.00% | 100.00% |
03.05.2024 | 3.41% | 0.28 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'340 CHF | 17'940 CHF | 99.98% | 99.98% |
02.05.2024 | 3.41% | 0.28 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'291 CHF | 17'891 CHF | 100.00% | 100.00% |