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 | 1.45% | 0.67 CHF | 0.68 CHF | 90'000 | 90'000 | 89'892 | 89'892 | 61'514 CHF | 62'414 CHF | 100.00% | 100.00% |
15.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 89'836 | 89'836 | 61'487 CHF | 62'387 CHF | 100.00% | 100.00% |
14.05.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 51'778 CHF | 52'578 CHF | 99.97% | 99.97% |
13.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 56'820 CHF | 57'620 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 57'070 CHF | 57'870 CHF | 100.00% | 100.00% |
08.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 90'000 | 90'000 | 89'979 | 89'979 | 57'850 CHF | 58'750 CHF | 99.08% | 99.08% |
07.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'881 | 99'881 | 55'101 CHF | 56'101 CHF | 99.89% | 99.89% |
06.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 58'408 CHF | 59'608 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'476 CHF | 46'576 CHF | 98.91% | 98.91% |
02.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'537 CHF | 52'537 CHF | 100.00% | 100.00% |