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 | 1.13% | 0.99 CHF | 1.01 CHF | 40'000 | 40'000 | 77'925 | 77'925 | 72'010 CHF | 72'810 CHF | 89.76% | 89.76% |
15.05.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 79'713 | 79'713 | 72'646 CHF | 73'446 CHF | 88.99% | 88.99% |
14.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 89'846 | 89'846 | 83'154 CHF | 84'054 CHF | 91.47% | 91.47% |
13.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 90'000 | 90'000 | 89'989 | 89'989 | 79'684 CHF | 80'584 CHF | 88.54% | 88.54% |
10.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 90'000 | 90'000 | 89'893 | 89'893 | 81'296 CHF | 82'196 CHF | 89.82% | 89.82% |
08.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 89'978 | 89'978 | 69'994 CHF | 70'894 CHF | 91.76% | 91.76% |
07.05.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 89'825 | 89'825 | 67'331 CHF | 68'231 CHF | 88.86% | 88.86% |
06.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 89'993 | 89'993 | 68'442 CHF | 69'342 CHF | 92.29% | 92.29% |
03.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'950 | 99'950 | 71'797 CHF | 72'797 CHF | 89.58% | 89.58% |
02.05.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'780 | 99'780 | 61'247 CHF | 62'247 CHF | 87.91% | 87.91% |