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 | 1.69% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'025 CHF | 40'700 CHF | 97.72% | 97.72% |
15.05.2024 | 1.46% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 49'760 | 56'746 CHF | 40'923 CHF | 98.90% | 98.90% |
14.05.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'677 CHF | 40'305 CHF | 100.00% | 100.00% |
13.05.2024 | 1.44% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'624 CHF | 39'584 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'475 CHF | 40'979 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 67'391 | 50'000 | 54'012 CHF | 40'863 CHF | 98.83% | 98.83% |
07.05.2024 | 1.58% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'279 CHF | 40'115 CHF | 97.06% | 97.06% |
06.05.2024 | 1.57% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'603 CHF | 39'618 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'637 CHF | 40'328 CHF | 97.94% | 97.94% |
02.05.2024 | 1.40% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'472 CHF | 39'458 CHF | 99.40% | 99.40% |