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 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'338 CHF | 53'938 CHF | 99.81% | 99.81% |
15.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'258 CHF | 42'858 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'709 CHF | 41'309 CHF | 99.00% | 99.00% |
13.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'563 CHF | 47'163 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 59'999 | 60'000 | 47'375 CHF | 47'976 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'171 CHF | 41'771 CHF | 100.00% | 100.00% |
07.05.2024 | 1.62% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'874 CHF | 37'474 CHF | 99.83% | 99.83% |
06.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'946 CHF | 34'546 CHF | 99.78% | 99.78% |
03.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'486 CHF | 32'086 CHF | 99.98% | 99.98% |
02.05.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'501 CHF | 31'101 CHF | 100.00% | 100.00% |